No creo que le interese a nadie, pero así siempre lo tengo a mano :) 

<?
$data="";
$result=mysql_query("SELECT * FROM tabla");
while($row = mysql_fetch_array($result)){
$data .='"'.str_replace("\r","",implode('","',$row)).'"'."\n";
}
 
header("Content-length: ".strlen($data));
header("Content-Type: application/vnd.ms-excel");
header("Content-Disposition: attachment; filename=datos.csv");
header("Pragma: no-cache");
header("Expires: 0");
print $data;
?>