I use the excellent HeidiSQL as a GUI when working with MySQL.
I've recently set up a new server and knew that HeidiSQL has support for connecting via an SSH tunnel. As a note to myself, these are the settings:
Network type: MySQL (SSH tunnel)
Hostname / IP: locahost
SSH tunnel tab:
plink.exe location: c:\somedir\plink.exe
SSH Host: my.server.com
SSH port: 22
The key thing to note is that on the settings tab you need to enter localhost and the username and password of the MySQL user. This is because HeidiSQL connects to MySQL once you're connected via an SSH login.