This page is going to list out some of the tools I use for various things and I break them up into categories for organization.

SQL Server (General)

Site Link Description
Poor SQL handy page to use when you get code from a developer or on a server that is just not formatted well, or at all
SQL Fiddle used commonly for posting live examples on StackExchange and other various forums. Nice to use if you have a quick thought to work out or for teach purposes with co-workers and such. This thing has support for various RDBMS, very cool to just play with.
Statistics Parser utilizing STATISTICS IO  and/or STATISTICS TIME, you can use this to parse out the text output and makes it a bit easier to read if you are not used to that type of output.
TraceTune formerly ClearTrace now offers an online version that can process small size trace files for you

SQL Server (BI Tools)