SQL Management Studio - Execute current line

Install SQL Complete Express. Its an SSMS plugin that free (also a paid version) and it allows using CTRL+SHIFT+E to execute current statement, I have remapped it to F9 as I use Toad frequently too.

I tried several others but they either didn't work with SSMS 2012 or I just didn't get on with them.

I find the intellisense quicker than the built in version to.

In options you can configure line numbers to be displayed, then you can just click on a line number, which will highlight the whole line.

If you are able to use SSMS 2012 then you can use the SSMS Executor add in as mentioned by st-stoqnov in his answer to a similar question.

An Alpha release is also available for SSMS 2014/2016/2017.

Unfortunately no there is no such keyboard shortcut in the MSDN list of keyboard shortcuts for SMSS, and I don't see any way of recording a macro to do so. The only solutions I've found require creating an add-in which is quite a bit of work for a little savings.