GraphDB is the one I usually use. It has a web interface that eases the first steps.
Virtuoso (especially Virtuoso 7, which is open source) is also an option. [a bit more command line based].
In case you want to have a look a the SPARQL client I maintain, Datao.net, you can go to the website and drop me a mail. [i really need to update the video there as the tool has evolved a lot since that time]
The new kid on the block is very much QLever. Still lacking some features, especially wrt. real time update that make it unsuitable for replacing the Wikidata SPARQL endpoint altogether just yet, but it's clearly getting there.
In case you want to have a look a the SPARQL client I maintain, Datao.net, you can go to the website and drop me a mail. [i really need to update the video there as the tool has evolved a lot since that time]