Right, but we're not talking about IDEs. We're talking about SQL. No matter what you use to modify your database, be it a modeling tool, the table editor that

Right, but we're not talking about IDEs. We're talking about SQL. No matter what you use to modify your database, be it a modeling tool, the table editor that comes with the database, a fancy VS.NET plugin, or a mysql command prompt, you're still producing SQL change scripts. Those change scripts always need to get saved out to a file and checked into source control. This is especially true if you're developing on a local database with multiple stages between you and production. You need scripts for everything so that your build can push things out to the next environment down the chain and eventually live. If you're not doing that, I can't imagine the pain you're introducing for yourself.