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 queries 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.

[Showplan_all].
This feature will let you see how your query is executed. Returning rows that form a hierarchical tree represents the steps the SQL Server query processor takes as it completes each statement.

-- Turn the feature on

set showplan_all on
-- Turn the feature off

set showplan_all off

You can set showplan_all 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 it will let you see exactly what your query is doing in a graphical interface, and whether 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, it will not.
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