I work in an AS-400 environment using Excel, VB, Access, and SQL. SQL is very fast, and allows you to search huge amounts of data (data you couldn't work with in Excel, as you go beyond the 65,000 row limit). I've only had limited SQL training (I've picked up a lot on the Internet), so most of my queries are pretty basic. They can get really complex.
It really helps to understand relational databases if you want to use SQL effectively. Again, you can find lots of primers on RD's on the net. Simple SQL statements searching one datafile are pretty easy; when you start doing multiple joins to other files, things can get complex.
Still, I get quite a kick when my users come to me for help with a problem, and I can write a (or modify an existing) query in a matter of minutes, and have a solution for them before they leave my desk.
If you visit the "Sourceforge" section of the Slashdot website (slashdot.org), you can find some open source SQL editors, etc. that may let you play around with SQL. I think you still need to install a SQL database to get true functionality. MS offers a developer version for $50 US, and an "Express" version for free, but I don't know how much functionality they offer.