I have a bunch of remote MySQL servers, that allow connection only from localhost. To connect to them I do the following:
ssh host
mysql -uuser -psecret -hhost.m
Sql mode uses default-directory
when it establishes the connection to the database, so if the variable is in TRAMP format, ssh (or whatever) will be used to connect to the remote host first, then use the database client locally. To automate that you can do something like
(defadvice sql-mysql (around sql-mysql-around activate)
"SSH to linux, then connect"
(let ((default-directory "/ssh:host.myhost.com:"))
ad-do-it))
You can of course replace "/ssh:host.myhost.com:"
with the function call that would ask you which host to connect, etc.