MDX Studio is a tool that has been developed by Mosha Pasumansky, a former developer of Analysis Services.
This is an invaluable tool to write a MDX query: you have a code formatting feature, an embedded system to analyze query performance and many other features for writing MDX queries.
Unfortunately source code is not available and the project at the current time is no longer updated by Mosha. The last release available is on a SkyDrive link but we think that hosting it here will make the tool easier to find on search engines.
UPDATE 2014-09-12 The ZIP file now contains MDX Studio version 0.4.15 with a fix for running with named instances and with Analysis Services 2014.
Previous version required a different executable between 2005 and 2008 or later versions. This version should work with Analysis Services 2005,2008, 2008R2, 2012, and 2014.
We will promptly update this page in case new version would be available!