From the terminal / command prompt using the mysqldump program, which is provided with MySQL - In Windows you may need to add the \MySQL\bin\ directory to your %path% variable, and redirect the output to a file, i.e.:
code:
mysqldump -uusername -ppassword database > database_dump.sql
You can automate that from a cron job or Task Scheduler.
To import you can use the MySQL command line client:
code:
mysql -uusername -ppassword -Ddatabase < database_dump.sql
(Note the difference in commands when specifying the database to use)
I'm sure you could probably get all clever and append the date and time to the filename and even tar and gzip it or zip/rar if you wanted to.
EDITED: 10 Jan 2007 18:32 by MATT