LINQPad lets you interactively query SQL databases in LINQ.
LINQPad supports everything in C# 3.0 and Framework 3.5:
* LINQ to Objects
* LINQ to SQL
* Entity Framework
* LINQ to XML
LINQPad comes preloaded with 200 examples from the book, C# 3.0 in a Nutshell. There's no better way to experience the coolness of LINQ and functional programming.