Sequel Pro offers some interesting connection methods that you just don't have with PHPMyAdmin.
With Sequel Pro you can connect to your MySQL Server via SSH. This means you can take advantage of the private/public keypair connection of your OS (that's heaps better than passwords).
private/public keypair is a better login option than passwords (so using SSH via Sequel Pro would be more secure than using passwords with PHPMyAdmin).
If you do want to use PHPMyAdmin you should consider these points:
- Consider using HTTP Basic Auth in front of PHPMyAdmin
- Always restrict access to only your IP Address if you can (this can help cut down on a number of login attempts)
- PHPMyAdmin needs to be secured, and kept up to date
- don't have predictable file locations such as /PHPMyAdmin (this cuts down on the attempts from automated scanners)
- Make sure you use HTTPS
- PHPMyAdmin configuration can store credentials, these could be compromised