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 http://poorsql.com 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 http://sqlfiddle.com 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 http://statisticsparser.com/ 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 http://www.tracetune.com formerly ClearTrace now offers an online version that can process small size trace files for you

SQL Server (BI Tools)