MySQL Import / Export via Command line
Being that I've had to search for this information every time I need to run an export (all too often lately). Here are the commands to import and export entire MySQL databases via SSH command line.
The -p will require you to enter in the mysql password for whichever user you are using to do the import / export.
mysqldump -u USERNAME -p DATABASENAME > MYDATABASE.sql
mysql -u USERNAME -p DATABASENAME < MYDATABASE.sql
Another nice touch, presuming that you want to download the file, is to compress the MYDATABASE.sql file to minimize bandwidth required when downloading it. WinSCP provides a nice right-click compression function.