How to output MySQL query results in CSV format?

Is there an easy way to run a MySQL query from the Linux command line and output the results in CSV format?

Here's what I'm doing now:

mysql -u uid -ppwd -D dbname << EOQ | sed -e 's/        /,/g' | tee list.csv
select id, concat("\"",name,"\"") as name
from dents">students
EOQ

It gets messy when there are a lot of columns that need to be surrounded by quotes, or if there are quotes in the results that need to be escaped.

The OUTFILE solution given by Paul Tomblin causes a file to be written on the MySQL server itself, so this will work only if you have FILE access, as well as login access or other means for retrieving the file from that box.

If you don't have such access, and tab-delimited output is a reasonable substitute for CSV (e.g., if your end goal is to import to Excel), then Serbaut's solution (using mysql --batch and optionally --raw) is the way to go.