You can use Eclipse with the Eclipse Data Tools Platform:
- SQL querying (with a GUI to create create queries visually)
- Can be connected to SQL Server, Oracle and MySQL.
- Can run on Windows and Linux distros
- DDL Manipulation
- Create/edit stored procedures, triggers.
- support for JDBC connections
PS: Toad is Windows only but otherwise it is a great tool and has all the features you asked for (except OLEDB / ADO.NET for which I am unsure).