Run SQLyog on Linux with WINE. You can download the sqlyog windows installer and just run it with WINE. SQLyog is my favourite GUI client. It is lightweight and powerful. I use the community edition which comes free. The paid versions of the app are awesome. I particularly miss the autocomplete feature. This feature autocompletes table names, field names, query commands etc. on tab press. I have used the MySQL query browser, but there's no comparison.
The problem with SQLyog being that it runs only on windows :( . I tried alternatives - phpmyadmin, MySQL query browser - but none of them quite measured up against SQLyog. So I decided to try and get it working on my linux box ( Ubuntu Maverick - 10.10 ). I use Wine version wine-1.3.11 . Downloaded the latest installer from the community edition project page. Ran the installer with Wine and voila! That was it :)