I use Cold Fusion to loop over a distinct query for the table that contains the duplicates. Note that your table needs to have OIDs, or a unique primary key.

column_a is the key field I want to eliminate duplicates on

SELECT distinct column_a
FROM table_a;

CFLOOP over the above query - query_a

DELETE FROM table_a
WHERE column_a = #query_a.column_a#
AND OID < (
    SELECT OID
    FROM table_a
    WHERE column_a = #query_a.column_a#
    ORDER BY OID DESC
    LIMIT 1
);

/CFLOOP