It might not sound like much but being able to highlight a string and press F1 to get help on the selected text is absolutely awesome in SSMS- it's not something you notice until you have to use MySQLs workbench or query browser and this functionality doesn't exist.

All those times when the order of the arguments in an arcane function are a bit hazy, or when you need to know how it handles nulls and other little bits of trivia and you get it at the press of a button! An instantaneous answer on it is truly invaluable. On MySQL, it's open up the net, navigate to their webpage, navigate to the right section or use their hideously slow search engine and keep scrolling down until you find what you're looking for, 5 minutes later and you only just remember what you were looking for in the first place.