mysqldump is made for backing up and moving SQL databases.
The thing is, you really should be backing up daily, especially
your database is likely to change often, so doing this all manually
isn't ideal. Check out Clonebox, which takes daily backups
of the whole server for a very low price. The Clonebox clones can
actually be BOOTED, too, so if your drive fails or your host disappears
or whatever your site is still up, running from the clone.
http://bettercgi.com/clonebox/