Is there SOQL editor with code completion / intellisense?
I prefer to Use CloudingoStudio, it' free and works very well. You can read more here: http://www.symphonicsource.com/cloudingo-studio/
It implements also a syntax similar to SQL like "Select * FROM ..." and the export to EXCEL functionality.
Read the user guide to have a complete view of what you could accomplish with it ;)
I have not seen any auto suggest feature for query building but closest i can think is workbench .
@AngryHacker, I think you will like this feature of HaoIDE, check the SOQL Fields Completion
part in the demo.
Updated at 2015-05-27, See this new feature