On several servers (of ISPs) I've had problems connecting Sqlyog through SSH-tunnel. The problem is that mysql is mostly configured to allow only user@localhost but if you come from the SSH-server the host is not localhost but some other name of the same server. Then you can't login without changing the host of the loginname at the mysqlserver. Unfortunately a lot of ISPs don't want to change the mysql-login.
SSH is faster than https that's why I like it more.
It would be very handy if you could provide a list of ISPs where the SSH-tunnel works.
I can provide 2:
http://he.net
http://viennaweb.at (in Austria, SSH not standard included and they changed the mysql-login for me)