I was looking around for the best method to do an online backup of MySQL stored data.
I was no completely satisfied with the previous answers.
Im not asking for a specific method for now, I asking which "road" do you consider best.
Preferably it should be free and as easy as possible.
Juan, if you cannot have downtime for table/row locking during backups, then I would consider implementing either MySQL replication or DRBD so that you have an "offline" host dedicated to backups, reporting, etc. Either way, once you have an offline, yet consistent copy of your master host, you can go down the road of mysqldumps, lvm snapshots, whatever your situation calls for.
Replication: http://dev.mysql.com/doc/refman/5.1/en/replication.html
DRBD: http://www.mysql.com/products/enterprise/drbd.html
MySQL LVM snapshots: http://www.mysqlperformanceblog.com/2006/08/21/using-lvm-for-mysql-backup-and-replication-setup/
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