a little googling and there are hints at a SQL plugin anyone familiar with one.
I run sql queries on two separate odbc compliant databases and display the results in Filemaker.
My experience has been that you NEED a table to save the query to. I have different queries that save to different tables, but you don't necessarily need several tables. You could get away with one table if you organize your fields and your query right.
What I have found that you also need are different layouts to display different reports, unless you don't want pretty displays and just raw table data in which case you could get away with just one layout with a certain number of columns that can have data or be empty.
This is a general response to what I understand as a general question. If you have found any better way of integrating with sql queries please share, for I too believe that SQL is a very effective way to analyze data.