This is an extension to the default `wpdb` class providing some debugging facilities as well as `ez_*` family of functions for easy handling of MySQL queries.

db.php

<?php
/* Copyright © 2015 Arne Ludwig <arne.ludwig@posteo.de>
 *
 * This program is free software: you can redistribute it and/or modify it
 * under the terms of the GNU General Public License as published by the Free
 * Software Foundation, either version 3 of the License, or (at your option)
 * any later version.
 *
 * This program is distributed in the hope that it will be useful, but WITHOUT
 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 * FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
 * more details.
 *
 * You should have received a copy of the GNU General Public License along
 * with this program. If not, see <http://www.gnu.org/licenses/>.
 */

/**
 * This is an extension to the default wpdb class providing some debugging
 * facilities as well as `ez_*` family of functions for easy handling of MySQL
 * queries.
 *
 *
 * Installation/Usage
 * ==================
 *
 * Just drop this file in your `ABSPATH/wp-content` folder. It will replace
 * the global variable `$wpdb` with an instance of this class.
 */
class wpdb_debug extends wpdb {
  /**
   * If this evaluates to `true` then every query will be printed before
   * execution.
   *
   * @see wpdb_debug::$format
   */
  public $echo_queries;
  /**
   * Select the format of the echoed queries. This may be `html` or `text`.
   * Defaults to `html`.
   */
  public $format;
  /**
   * If this evaluates to `true` then queries will not be executed, but every
   * other action will hapen as expected.
   *
   * @see wpdb_debug::$dry_run_result
   */
  public $dry_run;
  /**
   * This value will be returned by `wpdb_debug::query()` if
   * `wpdb_debug::$dry_run` is true.
   */
  public $dry_run_result;

  public function __construct($dbuser, $dbpassword, $dbname, $dbhost) {
    parent::__construct($dbuser, $dbpassword, $dbname, $dbhost);
    $this->echo_queries = false;
    $this->dry_run = false;
    $this->dry_run_result = 0;
    $this->format = 'html';
  }

  /**
   * Execute `$callback` with debugging aids. The aids are given as additional
   * arguments (strings) after the callback. Available aids are:
   *
   * - __dry_run:__ Do not execute queries, but do everything else. Use the
   *   `wpdb_debug::$dry_run_result` member variable to set a default return
   *   value for queries.
   * - __echo:__ Print every query that is executed. The member variable
   *   `wpdb_debug::$format` controls the output format.
   */
  public function run_with($callback) {
    $args = func_get_args();
    if(count($args) == 2 && is_array($args[1]))
      $args = $args[1];
    elseif(count($args) > 1)
      array_shift($args);

    $orig_echo_queries = $this->echo_queries;
    $orig_dry_run = $this->dry_run;
    $this->dry_run = in_array('dry_run', $args, true);
    $this->echo_queries = in_array('echo', $args, true);

    $return = call_user_func($callback);

    $this->echo_queries = $orig_echo_queries;
    $this->dry_run = $orig_dry_run;

    return $return;
  }

  /**
   * The original `wpdb::query()` method but extended with debugging aids.
   * The aids will be available only if `WP_DEBUG != false`.
   */
  public function query($query) {
    if(! defined('WP_DEBUG') || WP_DEBUG == false)
      return parent::query($query);

    if($this->echo_queries)
      $this->echo_query($query);

    return $this->dry_run ?
      $this->dry_run_result :
      parent::query($query);
  }

  private function echo_query($query) {
    switch((string) $this->_output) {
      case 'text':
        echo "[SQL: $query]".PHP_EOL;
        break;
      case 'html':
      default:
        echo '<pre class="postbox" style="padding: 20px;">';
        echo esc_html($query);
        echo '</pre>';
        break;
    }
  }

  /**
   * Get the last MySQL error if any.
   *
   * @see mysqli_error()
   * @see mysql_error()
   */
  public function last_error() {
    return $this->use_mysqli ?
      mysqli_error($this->dbh) :
      mysql_error($this->dbh);
  }

  const E_NOT_ENOUGH_PLACEHOLDERS = 1;
  const E_TOO_MANY_PLACEHOLDERS = 2;
  const E_UNEXPECTED_TYPE = 3;
  /**
   * Prepares a SQL query for safe execution. Uses `?` as a placeholder. Use
   * `\?` to insert a literal `?`.
   */
  public function ez_prepare($query, $args) {
    if(empty($query))
      return '';

    $args = func_get_args();
    array_shift( $args );
    // If args were passed as an array (as in vsprintf), move them up
    if(isset($args[0]) && is_array($args[0]))
      $args = $args[0];

    reset($args);
    $error = false;
    $query = preg_replace_callback(
      '/(?<!\\\\)\\?/',
      function($_) use(&$args, $error) {
        list($key, $arg) = each($args);
        switch(gettype($arg)) {
          case 'integer':
          case 'boolean':
            return '%d';
          case 'double':
            return '%f';
          case 'string':
            return '%s';
          case 'NULL':
            unset($args[$key]);
            return 'NULL';
          default:
            $error = self::E_UNEXPECTED_TYPE;
            return '';
        }
      },
      $query
    );
    if(false !== each($args))
      $error = self::E_TOO_MANY_PLACEHOLDERS;

    if($error) {
      switch($error) {
        case self::E_NOT_ENOUGH_PLACEHOLDERS:
          trigger_error(
            'not enough placeholders in query string',
            E_USER_WARNING
          );
          break;
        case self::E_TOO_MANY_PLACEHOLDERS:
          trigger_error(
            'too many placeholders in query string',
            E_USER_WARNING
          );
          break;
        case self::E_UNEXPECTED_TYPE:
          trigger_error(
            'arguments must be integer, float or string.',
            E_USER_WARNING
          );
          break;
        default:
          break;
      }
      return false;
    }

    if(count($args) > 0)
      return $this->prepare($query, $args);
    else
      return $query;
  }

  /**
   * Prepare and execute the given query. This is roughly equivalent to:
   *
   *     $prepared_query = $wpdb->ez_prepare($query, $args);
   *     $result = $wpdb->query($prepared_query);
   */
  public function ez_query($query, $args=array()) {
    if(empty($query))
      return '';

    $args = func_get_args();
    array_shift( $args );
    // If args were passed as an array (as in vsprintf), move them up
    if(isset($args[0]) && is_array($args[0]))
      $args = $args[0];

    $prepared_query = $this->ez_prepare($query, $args);
    if(false === $prepared_query)
      return false;

    return $this->query($prepared_query);
  }
}

global $wpdb;
$wpdb = new wpdb_debug(DB_USER, DB_PASSWORD, DB_NAME, DB_HOST);

?>