I thought this one was worth blogging. To save the output of an SQL query in a file simply do this:
SELECT *
FROM table
INTO OUTFILE "/tmp/filename.txt"
Produces a tab delimited file with the outputs of the query - pretty simple...
SELECT order_id,product_name,qty
FROM orders
INTO OUTFILE '/tmp/orders.csv'
FIELDS TERMINATED BY ','
ENCLOSED BY '"'
LINES TERMINATED BY '\n'
Will enclose the fields in quotes separated with a comma.