One of the things I like about MySQL is the built-in control over what hosts/IP addresses are allowed to connect into the server. This is granular down to the user (equivalent to SQL Server`s login/server principal). For instance, here`s an example on one of my MySQL instances of where the root account (equivalent to sa for SQL Server) can log in from.

http://www.sqlservercentral.com/articles/Security/66151/