Does anyone knows where to find a CAML query builder that I can use for Office 365, Sharepoint Online? (if there exists one)
For the reference, people trying to find the same thing they can use http://karinebosch.wordpress.com/my-articles/caml-designer/
Select Client Object Model in settings
Saketa CAML Query Builder is a CAML query generator for any version of SharePoint and other object models alongside, that help to retrieve data from the SharePoint lists/ libraries.
you can build your query while coding. check this cawl4SharePoint it is open source class. There are even extra features in it.