What program to use to change settings on db servers?
As a MySQL DBA, may I be so bold as to suggest my favorite tool?

The mysql client program itself

There are also a variety of startup options for the client program.

Examples:

-h hostname or host IP
-P port number
-u username
-p password
-e allows execution of a semicolon delimited list of SQL queries inside double quotes
--skip-column-names will suppress the column heading for output of SQL queries


You see all the options by doing this

mysql --help --verbose


You can see global variables and status in the mysql instance using SHOW GLOBAL VARIABLES; and SHOW GLOBAL STATUS; You can also see session variables and status in the db connection using SHOW VARIABLES; and SHOW STATUS;

Once you have successfully connected to the mysql instance, you have a wide variety of session and server options that you can set for the current session or permamnently for all new sessions.