Yes, SQL is often thought of as Not A Real Programming Language. I think there are two types of developers: those who think naturally in sets, and those who don't. Not that one is better than the other, but I think naturally in sets, and love the logic behind that approach. I tend to solve most of my biggest problems that way.
Really, I think SQL's biggest failing is that it is not set-oriented enough, nor is it particularly expressive. That's why triggers, procedural languages, and all sorts of proprietary extensions had to be developed in the first place. C.J. Date and a few of his associates have been campaigning for a better relational language for years (based on TutorialD, or Alpha, or whatever it might be called next -- see www.thethirdmanifesto.com)