I think this has been suggested before, but I would really love to see a simple parenthesis matching (a highlight) in the query editor window.
I could not live without this feature in my code editor and I find myself wishing to see it when I'm working on long queries in SQLyog.
This is especially useful when there are tons of parenthesis and sub queries etc.
Hmm I tried to upload a .jpg and a .png but the server returned an error on both attempts.
Oh well. Doing a search in Google for parenthesis matching gives some good results. I didn't want to post a link in here to some other software company but I'm sure you get the idea.