MySQL: how to take the backup of the database using mysqldump

mysqldump db_name > backup-file.sql

http://dev.mysql.com/doc/refman/5.0/en/mysqldump.html

To allow for consistent reads from the database and to control character set issues, I recommend doing it like this:

mysqldump --single-transaction --result-file=db_name.sql db_name --default-character-set=utf8

Reference:
http://dev.mysql.com/doc/refman/5.0/en/backup-policy.html

As 'hielo' mentioned 'mysqldump' is the tool to take mysql database backup.

Also, What kind of tables do you use ? innodb or myisam? if your answer is innodb then don't forget to use --single-transaction option to get a consistent dump.. and if its myisam table then without locking you will not be getting a consistent backup...so make sure its locked before you dump...

Oops.. not refreshed :-)

thank Gurus, my tables are all Innodb, and I want script too, so I can automate them to be taken on certain schedules

Did you check this?