Hosted Server Type that allows connection to DB from Local PC

I need to use something like SQLyog to connect to a DB on a hosted Server. My present hosting situation is simple shared hosting which has Cpanel and Fantastico and In all other respects fits my needs...

I don't think I need ROOT access. or a dedicated server and I do not have the tech savvy needed to manage a server. So I don't want to bite off more than I can chew and swtich hosting typed to dedicated or even virtual dedicated.

However, I do not think I can live without this type of connection as phpmyadmin (while it seems powerful) does not quite allow me to accomplish what I wish.

Is there a hosted server setup that would work for me? or a method that would work with my current hosted server.