I've never worked much with other databases other than SQL Server. But one time I had to work with Oracle and MySQL, I had trouble getting a good enough client (like SQL Server Management Studio) even though I was ready to pay.

May be it's my personal preference, I tried many clients (TOAD, DBArtisan, SQL Developer, SQL Plus etc.) and found that none was as polished (not that i'm mentioning functional) and integrates well with Windows as the one from Microsoft.

It's off topic, but the same applies for Visual Studio and other IDEs.