The command line interface to MySQL works perfectly well in itself, but when using my local copy I'm forced to interact with it using the old-fashioned DOS windows. Is there some way I can redirect it through a better shell?
MySQL shell on Windows
You should give a try to SQLyog. It has very powerfull query editor with features including Auto-complete, Auto-indentation, Customize foreground and background colours, Flexibiility to execute multiple MySQL queries in one go, and a long list to go... SQLyog Documentation for Query Tab
Hope it helps...