Local workstation way to access to Salesforce data

Question

I'm having trouble answering a question. I'd want to directly pull data from Salesforce, and I came on this excellent web workbench.  Finding this workbench and being able to access the data is incredible because our organisation is single-signed on.

There is, however, a limit to the number of records that can be stored. As a result, I'm wondering how to build up a local workstation workbench to access Saleseforce.com data directly.