I have been involved in Magento development for almost a year now. God knows I had (and still have) my moments of pain with it 
. If you are in professional, everyday, PHP development that focuses mainly on Magento then your life probably isn’t all flowers and bees. Magento is extremely rich eCommerce platform, but its main downside IMHO is its size and code complexity. If you download Magento via SVN, you will sound find out it has around 11 600 and more files. This is no small figure. Transferring that much of files over the FTP can be a real night mare. Luckily we have SSH and tar command to handle this really neat.
But what about database. Today I worked on database with more than 20 000 products in store and with extremely large number of categories. What seemed like easy database transfer from live site to local developer machine to do a test and fix on few issues tunerd out to be an issue for itself. Without further delay, here is my favorite tool to handle all database related work from now on: Navicat.
Among my favorite features is the Data transfer. Directly moving one database to another among different MySQL servers works like a charm. I find yourself strangled among often database recommended action I suggests you test the trial version of this tool.
Here are some screenshots of Navicat Data transfer in Action.
Here is a good article on how to do it with ssh as well straight from magento. I have had great luck with moving large databases with this method. http://www.magentocommerce.com/wiki/groups/227/moving_magento_to_another_server
I like NaviCat as well but a good free open source alternative is: http://www.heidisql.com/screenshots.php
@Scott, that was first thing that cross our mind ofc, but it just didn’t work for as at that moment
@Scott I fully agree with SSH and god knows I do lot of my export import with of database with pure console mysql tool. However, sometimes it gives me such a headache.
@B00MER I love open source, I am for open source, but being open source sometimes is not enough. Personally I love NaviCat because I had great experience with it and it does the job for most of the time. In professional web development price of 100-200$ for a software should not be high if the software is stable and does the job.
I know this is an old post, but I hope you monitor comments. I’ve used navicat for years (just not with crapgento). I cannot get data transfer to work (without crashing magento). I’m still using SQL dumps. There’s another panel of options in navicat’s data transfer dialog, you didn’t take a screen shot of. It has the nitty gritty details of the data transfer (like fk constraint, autoincrement, etc). Can you please post what extra options you’re using, because the defaults don’t work for me.