SnowSQL is the Command Line client for connecting with Snowflake.
After connecting, you can use SnowSQL to execute SQL queries and perform DDL and DML operations.
However, with SnowSQL being a CLI, it is not as easy to use as SnowSight (the browser-based UI of Snowflake).
That being said, a recent course taught me a good reason to use SnowSQL: when uploading a file (from your local computer) using SnowSight, there is a file limit of 250 MB/file.
When using SnowSQL, that file limit is not there! You can upload a file using SnowSQL and the PUT command to a staging area and the file size can exceed 250 MB!
This can prove useful in some cases. As a sidenote: remember that if you would like the best load performance, file sizes of 100-250 MB are recommended in order to optimize the number of parallel operations.