MySQL 5.
You can run MySQL commands by logging into the MySQL shell or by redirecting a file into mysql with mysql -u[user] -p[pass] [database] < [filename].
You can also execute MySQL commands directly from the Bash command line using the -e flag:
mysql -u[user] -p[pass] -e "[mysql commands]"
Or as follows:
mysql -u[user] -p[pass] <<QUERY_INPUT [mysql commands] QUERY_INPUT
Note that in that previous example the last QUERY_INPUT must not be preceeded by any spaces.
Example
The following examples create a database called 'test_database'.
Either:
mysql -usteph -pblah -e "create database test_database"
Or:
mysql -usteph -pblah <<QUERY_INPUT create database test_database; QUERY_INPUT