When developing a new site or adding features to your old site, it's always a good idea to do frequent database "development" backups (as opposed to normal "everyday" backups that you're already doing, right?) While there are a bunch of different methods for performing a backup (via the command line, phpMyAdmin), one of the easiest is with the Backup and Migrate module.
This module gives you the ability to quickly backup your database either to your /files directory or as a download to your local machine. Either way, with this module installed, there's really no excuse not to be doing "development" backups.