I recently had to write a lot of SQL code and thought it would be very neat to have some vim shortcuts to execute the current line or the current command. I want to share this with everyone as the second command needed some try-and-error on my part.
Adding the following to ~/.vimrc
map <F2> :.w !psql<CR>
map <F3> :.,/;/w !psql<CR>
map <F4> :w !psql<CR>
will enable you to execute the current line in psql with F2. F3 executes the current line and the next lines until a;.
F4 executes the whole file.