If you can cope with table-at-a-time, and your data is not binary, use the -B option to the mysqlcommand. With this option it'll generate TSV (tab separated) files which can import into Excel, etc, quite easily:
% echo 'SELECT * FROM table'| mysql -B -uxxx -pyyy databaseAlternatively, if you've got direct access to the server's file system, use SELECT INTO OUTFILE which can generate real CSV files:
SELECT*INTO OUTFILE 'table.csv'
FIELDS TERMINATED BY',' OPTIONALLY ENCLOSED BY'"'
LINES TERMINATED BY'\n'FROMtable
