An SQL cheat sheet provides quick access to essential commands for interacting with databases. Key commands include `SELECT` for retrieving data, `INSERT` for adding records, `UPDATE` for modifying data, and `DELETE` for removing records. Use `WHERE` for filtering, `JOIN` to combine tables, and `ORDER BY` to sort results. Aggregate functions like `COUNT`, `SUM`, `AVG`, `MIN`, and `MAX` are useful for data analysis. Other important features include `GROUP BY` for grouping results and `HAVING` for filtering grouped data. SQL also supports subqueries and indexing for optimized queries, making it a powerful language for managing relational databases.