In a nutshell: to avoid your shell character set from messing with imports, use -r to export and SOURCE when importing.
Dumping safely
Do not do this, since it might screw up encoding:
mysqldump -uroot -p database > utf8.dump # this is bad
Better do:
mysqldump -uroot -p database -r utf8.dump
Note that when your MySQL server is not set to UTF-8 you need to do mysqldump –default-character-set=latin (!) to get a correctly encoded dump.
If you only want to dump the structure without data, use
mysqldump -uroot -p –no-data database -r utf8.dump
Importing a dump safely
Do not do this, since it might screw up encoding:
mysql -u username -p database SOURCE utf8.dump