This is post is now quite old and the the information it contains may be out of date or innacurate.
If your host doesn’t provide you with phpMyAdmin access, or if you simply want a faster lighter version of phpMyAdmin for simple DB admin tasks and running custom SQL queries, then take a look at phpMiniAdmin. Its a single script so its incredibly easy to install – simply upload it.
I would be tempted to beef up the security a little bit, maybe put it into a htaccess password protected folder or something if you can. It has password functionality built in, but this doesn’t seem to be working for me.