Personally I prefer SQLiteStudio [1] as it is closer to SQLite Expert Professional [2] that I used to use at work.

    [1] https://github.com/pawelsalawa/sqlitestudio
    [2] http://www.sqliteexpert.com/

For those who use HeidiSQL: it has now (experimental) support for SQLite.

I love this tool. There is a feature I use a lot: you can write multi-step queries, select part of them and hit F5 to execute just that part. I haven't really dug into the CLI yet, but I imagine this to be less convenient there.