As a long time Toad for Oracle user, I have gotten used to hitting Ctrl+Enter and having just the statement under the cursor be executed.
In SQL Server Management St
Above answer helped me to create a shortcut to Execute current Statement without selecting the query
1 - Click on Tools > Options > Environment > Keyboard
2 - For Show commands containing, set it to SqlComplete10.Common_ExecuteCurrentStatement
3 - For Use new shortcut in, set it to SQL Query Editor
4 - For Press shortcut keys(desired shortcut key), perform the Ctrl-Enter combination.
5 - Click on Assign. Click on OK.