How to Get A List Of All Attributes

If you need a MySQL Query, try that:

select attribute_id, attribute_code, frontend_label from eav_attribute where entity_type_id IN (select entity_type_id from eav_entity_type where entity_type_code = 'catalog_product')

An alternative to Fabian code, if you need a PHP script based on Magento, try this:

$attributes = Mage::getResourceModel('catalog/product_attribute_collection')
    ->getItems();

foreach ($attributes as $attribute){
    echo $attribute->getAttributecode();
    echo '<br>';
    echo $attribute->getFrontendLabel();
}

//Mage_Eav_Model_Mysql4_Entity_Attribute_Collection
Mage::getResourceModel('eav/entity_attribute_collection')->setEntityTypeFilter(Mage_Catalog_Model_Product::ENTITY);

should do.

We just found a bug, you have to pass the entity_type_id:

$col = Mage::getResourceModel('eav/entity_attribute_collection')->setEntityTypeFilter(4);

DOES

The code is the documentation:

if ($type instanceof Mage_Eav_Model_Entity_Type) {
        $additionalTable = $type->getAdditionalAttributeTable();
        $id = $type->getId();
    } else {
        $additionalTable = $this->getResource()->getAdditionalAttributeTable($type);
        $id = $type;
    }

hopefully working solution (updated by @Alex comment)

You have to pass a Mage_Eav_Model_Entity_Type so this should work and is not hardcoded:

$type = Mage::getModel('eav/entity_type')->loadByCode(Mage_Catalog_Model_Product::ENTITY)
Mage::getResourceModel('eav/entity_attribute_collection')->setEntityTypeFilter($type);

This is to get all attributes

SELECT
    eav_attribute_option_value.option_id,
    eav_attribute_option_value.`value`,
    eav_attribute_option.attribute_id
                FROM
                        eav_attribute_option_value
                INNER JOIN eav_attribute_option ON eav_attribute_option_value.option_id = eav_attribute_option.option_id
                WHERE
                        eav_attribute_option.attribute_id = 135
                OR eav_attribute_option.attribute_id = 142 
                -- 135 = BRANDS
                -- 142 = TYPES
                GROUP BY
                        eav_attribute_option_value.option_id
                ORDER BY
                eav_attribute_option_value.`value` ASC