A new way to connect to your databased launched late last year. Named SQL Buddy, the software was downloaded over 20,000 times when the developer reported on the stats back in January. While PhpMyAdmin works well, it does feel a lot like 1985. SQL Buddy appears to be a more Web 2.0, Ajax-friendly version.
I use Navicat which is super powerful but runs as a local client only. SQL Buddy runs on your server which means it can be accessed from anywhere. SQL Buddy is free and is distributed under an open source MIT-style license.