I like ACDB community edition ( http://www.electronic-experience.net ).
It is a modeler tool but the SQL editor inside is not bad (if you are connected to the database, code completion is available).
But a simple JEdit could suit if your are just looking for syntax highlighting.
What type of information does the file contain and what do you want it to do?
Exactly, depends on what you want to do with the file? If you just want to import the data stored in the .sql files, you can do it using the sql client itself.