The JMP Query Builder is a lovely piece when accessing databases and not knowing much SQL.
However, when querying large data bases with millions of records, I have two suggestions:
1) before starting a query that might accidentally call thousands of big records in wide tables, either give a warning like: "you are about to query for x lines. Do you want to continue?) or showing a preview on how many records your query would results. That would help my colleques with no SQL knowledge avoiding sending big queries to our database!
2) adding the possibility to add the SQL limit command to your query, e.g. setting the maximum number of records in the query to 500. In SQL you can do this by adding limit 500 to the end of your SQL statement, but interactively in the query builder would be nice.