As a long time Toad for Oracle user, I have gotten used to hitting Ctrl+Enter and having just the statement under the cursor be executed.
In SQL Server Management Studio, hitting F5 runs the entire script. To run just the current statement, I have to manually highlight the statement I want, and then hit F5.
That is really annoying to me. Does anyone know of a tool with a keyboard shortcut to run just the current statement on a SQL Server? I would change tools just for this one feature.
Note: Oddly enough, even the free Toad for SQL Server does not let you run just the statement under the cursor.
You can check out this add-in for SSMS 2012. Place the cursor within the statement you want to execute and press CTRL+SHIFT+E
SSMS Executor - https://github.com/devvcat/ssms-executor/releases
Update:
Project moved to github and the addin re-written to support SSMS 2014, SSMS 2016. (Previously, the project lived on codeplex, at SSMS Executor - http://ssmsexecutor.codeplex.com/.)