This is an easy thing but I never took the time to figure it out because I use phpMyAdmin so much. Exporting a database is easy with phpMyAdmin, but importing if it is large can be hard because a lot of times your connection will time out or PHP is restricting how big you can upload or whatever. If you can SSH, this is easier:

mysql -u USER -p DBNAME < dump.sql

If you are on Media Temple’s DV server, like us, you can do this:

my DBNAME < dump.sql

So much easier!