Yep, much better to use a good standalone client - much more convenient and efficient. However, some 2 or 3 years ago I tried out Navicat and it felt very awkward to use - I can't remember in what respects... But it's all down to personal taste.
What I use:
1. HeidiSQL - free, convenient and fantastic!
2. SQLyog Community - I use it for large backup/restore operations, it behaves better in this respect than HeidiSQL. There is also a paid version with more advanced features but just for learning you won't need them.
3. MySQL Workbench - free but has messy UI and generally not a well designed program but occasionally I use it for graphical data modelling. Still looking for a free or cheap data modelling software since Workbench can drive me crazy with it's quirks and never-ending bugs...
I mainly use phpmyadmin only for benchmarking queries. Because it runs directly on the server it is able to report a very accurate time spent on running a query - down to 0.0001 seconds. A remote client program will always have skewed results because of the added network latency.