None of these do a SQL dump (i.e. a list of SQL statements to rebuild the DB) like mysqldump; they back up the database in binary form so you would simply need to copy it back over instead of rebuilding from the SQL file for a restore. MySQLHotCopy is probably the least useful for higher volume sites (it needs to use a table lock to copy each table), but it comes with the MySQL distro. MySQLSnapshot works well for backing up an entire DB, and there's a command line argument to gzip the resulting tarball. InnoDB Hot Backup is the only tool I'm aware of that let's you take hot backups (i.e. the server can be running and no table locks are necessary) of InnoDB tables.