What are the different features in SQL Server Management Studio that can make my Queries look and work better?

Get the speed of your sql query statements sent to the Message Tab.
-- Turn the feature on set statistics time on -- Turn the feature off set statistics time off

Show SQL Query in different ways. We all know the typical GRID view of our query, which displays our data in table cells.
There are other ways of viewing our data besides the GRID view.
These options are available either from the [Editor Toolbar] or by their shortcut keys.

1. [Results to Text (Ctrl+T)]
2. [Results to Grid (Ctrl+D)]
3. [Results to File (Ctrl+Shift+F)]

[Showplan_all].
This feature will allow you to see the way your query is executed. Returning rows that form a hierarchical tree represent the steps the SQL Server query processor takes as it executes each statement.
-- Turn the feature on set showplan_all on -- Turn the feature off set showplan_all off
You can have the showplan_all set to on, toggle through the results as [TEXT] and [GRID], and save the tree data to [FILE].

[Include Actual Execution Plan].
This feature is handy when you are having issues with your query statements. Running this will allow you to see, in a graphical interface, precisely what your query is doing and if there are any errors or warnings that need your attention.

To make this work, you must have the [showplan_all off]; if it is ON, this will not work.
Make sure it is set to off.
set showplan_all off
Next, use its shortcut key.

[Actual Execution Plan (Ctrl+M)]
If your database is getting hits on this query, you can view the live data coming in. This is handy as you see how your query performs in real time.
Include Live Query Statistics

[Include Client Statistics]