mysqldump – i often use these to copy tables from one server to another since i find the phpmyadmin dump to be very slow and sometimes i get a page timeout. aside from copying a database to another you can also use it to backup your database or all of your databases. a mysql dump file contains sql statements to create databases, populate tables, or populate rows. Most of the time i saved the dump file as a .sql but you could also specify to save it as a .csv or perhaps .xml etc.
When restoring it i use the command \. on the mysql command prompt, i find it much easier that way than typing it on the shell.
i keep on forgetting the syntax to these commands so i better jot them down. These are syntax from the manual and is the most common syntax used in creating a mysql database dump.

example in backing up the mysql database:

dump all databases:

and restoring it back:

this is what I use:

add it in cron: