most of the time, the remote machine will have things like SQL or what have you that I wouldn't want going on my home machine.

If by SQL you mean a database management system that can be manipulated with SQL, there's no reason you can't have some version of it set up on your home machine. DBI works fine under windows. DBD::Proxy will allow your local scripts to access the remote database just as if the database were local. Or, there are many drivers for databases systems that work fine on windows including CSV, SQLite, MySQL, Pg (using cygwin and perhaps soon without), and even Oracle has a free developers version.