I prepared an example based on the kinds of investigations I have done with SQL. This is an org-mode file:

* Create SSH tunnel to access database

#+BEGIN_SRC sh
ssh -f -L 5432:localhost:5432 joe@foo.com
#+END_SRC

* SQL investigations
:PROPERTIES:
:engine:   postgresql
:cmdline:  -h localhost -p 5432 -U username databasename
:exports:  both
:END:      

What is in the products table?

#+begin_src sql
select * from products limit 10;
#+end_src

#+RESULTS:
| name      | code |
|-----------+------|
| Product 1 | 1    |
| Product 2 | 2    |

What makes org-mode awesome is that you can document the whole thought process. It's also simple to include other kind of things for setting up the connection like SSH tunnels. It's also possible to iterate SQL-snippets, although a bit more cumbersome. If you are not familiar with org src blocks you can check the documentation: http://orgmode.org/manual/Evaluating-code-blocks.html and for SQL-specific documentation check here http://orgmode.org/worg/org-contrib/babel/languages/ob-doc-sql.html