it’s easy to backup all you mysql tables: just go to /var/lib/mysql (on SuSE linux distro) and copy all folders, that’s it.
If you record this forlders on a cd or dvd as backup and you lost all privilege settings, this is what you have to do after you copy back your backup on mysql folder:
chmod -R 766 *
chmod -R 700 mysql/
and all will work fine again!
go backup guys! ;)