JetBrains IDEs help with this actually.

When I was working with Go, all SQL longer than one or two lines went into the package level sql.go file, each query being a multi-line string. If you preface it with a comment like `// language=PostgreSQL`, you get syntax highlighting for PGSQL. What's more, if you have databases configured in your IDE, it tries to cross-reference the tables, columns, etc, and validates the queries for you.

I never did manage to get the latter part working 100%, but I think it's because we used multiple top-level databases, but in the DB setup we had just one connection, that we then switched around to look at things.