I was recently doing some work on a production Windows Server and needed to connect to its Windows Internal Database (“WID”). On this server, WID is used by built-in Roles and Features, and there are no SQL Server instances or tools (e.g. SQL Server Management Studio) installed or planned to be installed. Sure, I could download and install SSMS, do what I needed, then uninstall SSMS, but that seemed like a lot of movement when all I needed was a one-time execution of a few lines of T-SQL.
A possible solution is the SQL Server PowerShell module, which does require downloading a module, or using PowerShell to directly create an instance of System.Data.SqlClient.SqlConnection. Both of these are workable command-line solutions.
LINQPad, however, provides a lightweight portable GUI solution. Just download a zipped executable from the xcopy-deploy section and run. No installation required, nothing to uninstall, and I had the work done in less time than it would have taken to download and install SSMS.