Cocoa MySQL

[eluser]Chris Newton[/eluser]
(I'm assuming you're using OSX)

I'd suggest setting up MAMP Pro (for multiple sites,) it's USD 67.17, but worth it if you're really going to be doing a lot of development on multiple sites at the same time. Using MAMP, you can then click "webstart" and get instant access to PHPMyAdmin to get your database set up on localhost, or other local domain.

http://www.mamp.info/en/index.php

I use MAMP Pro, and DynDNS to do local serving & exterior testing of my sites, as well as allowing clients & other developers testing access to the site's in progress.