If you don't feel like installing any software on your machine you can always use Workbench, (Queries -> SOQL query). It's described on http://wiki.developerforce.com/page/Workbench
Or when you're logged in to your Org check out the links in upper right corner and go to "Developer Console". But it's mostly aimed ad execution of Apex so if you want queries it won't be best match, full of assigning to Lists or calling System.debug()
...