I've made a small windows application for doing queries with SQLite 3.x databases which uses the ADO.NET Data Provider for SQLite.
SQLite is small file-based database format and resembles Microsoft's Access format. It's portable and unlike Access it has "normal" data types and secutity properties. It supports databases up to 2TB in size and its free to use.
SQLite can be found at:
The ADO.NET dataprovider can be downloaded from:
My little SQLite query application can be downloaded from: