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There is an entire product category ("Business Intelligence tools")  with a number of products that will work with structured data sets, typically your SQL data.  Just a few off the top of my head:  Crystal Reports, Cognos, Tableux, Hyperion and Business Objects.  

 

Like Barand I've been involved in the design and development of integrated query tools, but these were for large corporations that had very specific business tools and the budget to accomodate the development of these tools.  There are 2 fairly mature ORM's in the PHP world:  Propel which is an active record pattern implementation and Doctrine2 which is a Data Mapper pattern.

 

Each has its own query builder, which would provide a nice foundation for a custom query tool.  At the end of the day, its typically the UI that offers all the complexity, as you're providing a thin layer above SQL.  You really have to have a significant amount of time, some fairly good requirements, and an interest in investing in a sophisticated UI to pull something like this off successfully.  Also as Barand pointed out in his typical pithy manner, if you're giving them the ability to query "everything" then why not just point them to one of the reporting tools and get them setup.

 

I'd also point out that many a company has pointed some analysts at a production transaction database and lived to regret it, when a report they'd just designed takes down the entire transaction system.  This is the reason Datamarts and Data warehouses exist.

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