I know you asked for a windows GUI client, but in case you don't know about it, phpMyAdmin is really the way to go for pretty much anything you want to do. It is a web application that runs on php, is totally free, and works flawlessly. It has to run on a web server, but it doesn't have to be on the machine where the database is, it could even be installed on a machine in your house (preferably a nix/apache setup).
GUI clients that I've seen all have quirky little bugs and occasional slowdowns or lockups, and all but a very few are commercial apps (not free). Try the QueryBrowser from the MySQL guys. SQLyog is ok but it nags you repeatedly until you pay up (9 bucks). EnginSite and Navicat are decent commercial options.
