When comparing SQLyog vs HeidiSQL, the Slant community recommends HeidiSQL for most people. In the question“What are the best MySQL client applications for Windows?” HeidiSQL is ranked 1st while SQLyog is ranked 7th. The most important reason people chose HeidiSQL is:
Licensed under GNU GPL.
Specs
Ranked in these QuestionsQuestion Ranking
Pros
Pro Easy to use and elegant UI
The UI is uncluttered and intuitive.
Pro Visual design of queries
Query builder is very intuitive and easy for designing very complex queries.
Pro Community version
There is a free/community version available here.
Pro Power tools
There are very useful power tools to do task like database synchronization, visual data comparison, Schedule backup with email notification. One can also schedule task with scheduler and will get report of task completion or error in email.
Pro Session restore
User can enable session restore to avoid loss of unsaved work.
Pro Data visualization
Pro Store model in project file
Pro Discounts for multiple users
Pro Free upgrades for 1 year included
Pro Unconditional 90-day money back policy
Pro Premium support option
Pro Personalized themes
Pro Fast and stable
Completely written in c/c++ using win32 api gives is edge in performance over other clients.
Pro Advanced connection options
It's possible to connect to any MySQL server with these powerful connection options - HTTP, SSH, SSL.
Pro Free
Licensed under GNU GPL.
Pro Portable
Alongside the possibility of downloading the installer and sourcecode, a portable version of the software is available.
Pro Great UI and ease of use
HeidiSQL has a comprehensive and intuitive interface.
Pro Syntax completion

Pro Lightweight
Pro Great user management
The user manager of HeidiSQL can easily set privileges on a per-database level or give access to only certain commands.
Pro Data synchronization
HeidiSQL can compare and synchronize your data and structure between local and remote databases.
Pro SSH tunnel
HeidiSQL allows connecting to your MySQL database via SSH tunnel.
Pro Connect to servers via command line
You can use command line parameters to automate connections.
Pro Works fine with Wine under Linux
Cons
Con Premium support at an additional cost
Con Cost
Pricing starts at $69 and goes up to $299.
Con Can be buggy
HeidiSQL is known to have some bugs that results in crashes.
Con Intellisense is not intelligent
No intellisense for columns unless table name is aliased.
Con UI design is very bad
Generic windows form
Con No session backup
You cannot recover your session after close or even worse crash.
Con Works under Linux only with Wine
It works quite well under Wine with Linux, but you must always take notice if the last version of HeidiSQL has been tested, for it may not run at all. There are some bugs in the Wine version that can be annoying and you have to kill the program and restart it. A native Linux version would be great.
Con No built-in debugger included
