MDX Studio by Mosha Pasumansky is a gift to the SSAS developers.
MDX Studio is a tool which helps users of Microsoft Analysis Services to analyze complex MDX expressions, monitor performance characteristics of MDX queries and get insight into how MDX interacts with other UDM features such as attribute relationships. MDX Studio provides unique visualization representation of MDX expression and allows the user to interact with different stages of MDX execution.
Interesting feature is Debugging, Video is available on You tube (http://www.youtube.com/watch?v=MNUJkHYwOKI
In addition to this, many times it requires a tool to format lengthy MDX for better understanding. Fthis purpose, In addition to Desktop version of MDX studio, online MDX studio is also available with some basic functionality. This is available at http://mdx.mosha.com/default.aspx . I use this a lot when I get to analyze the MDX.