In order to work with MySQL, you need to have some way to communicate with the MySQL server. Typically this is done with the MySQL client, a command-line program. You can run this on your server via Telnet/SSH, or on a separate machine assuming you have that type of access. There are command-line clients for Unix and Windows systems.
Then you have the MyAdmin-type of thing, where basically someone has written a PHP front end to access MySQL... something I'm not sure I'd recommend for real use.
Other than that, I know someone has a Windows GUI-based client (search the MySQL site), but again, you have to have remote access granted to you (which is unlikely on a shared host). I haven't heard much about it, and I'm not sure what kind of state it's in...
I think there might even be a Java applet out there somewhere, but again, you have the remote access issue.
Since SQL is really a command-based query language, it only makes sense that the command line is the most appropriate way to interface with it (eg, using 'mysql' from a shell via Telnet/SSH). I can't imagine using any other method...
I'm mostly responding out of curiosity: what exactly is it that you're looking for -- a GUI, web-based, or something else?
PS -- if you're looking at this from an administration perspective, I would strongly recommend only using the command line via SSH; I would *never* log in as the root mysql user over any unencrypted network, web-interface or remote GUI program...