I'm wondering if there is any sort of developer console where you can test sql queries. Testing queries by always looking into the regarding data extension takes quite a lot of time.
Anyone having experiences or workaround for this kind of issue?
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I'd recommend writing and testing your Query Activities outside of the platform using a local installation Microsoft SQL Server or SQLFiddle (using MS SQL Server 2008). It doesn't make sense for all queries, but with a query that has some complexity to it, I build and test it locally.
As you may have noticed, if you query has any kind of runtime error, you'll have to contact SFMC Support to determine the source of the error.
Also, if you're dealing with the System Data Views, expect and plan for your queries to exceed the 30 minute timeout threshold. Give each data view it's own query if you need that data in your final result-set.