While it's no editor, the DBIx::RunSQL module includes run-sql.pl, which allows for convenient execution of SQL, either from the command line or from a file.
If you want something more interactive, I've found editing a file and then (automatically) re-running the query to display the results in a browser quite useful. I've written App::sqldisplay, which watches an (SQL) file and reruns the query whenever the file is updated. The results are then displayed in a web browser. You might find this helpful.