The following produces tab-delimited and valid CSV output. Unlike most of the other answers, this technique correctly handles escaping of tabs, commas, quotes, and new lines without any stream filter like sed, awk, or tr. The example shows how to pipe a remote mysql table directly into a local sqlite database using streams. This works without FILE permission or SELECT INTO OUTFILE permission. I have added new lines for readability.
mysql -B -C --raw -u 'username' --password='password' --host='hostname' 'databasename'
-e 'SELECT
CONCAT('\''"'\'',REPLACE(`id`,'\''"'\'', '\''""'\''),'\''"'\'') AS '\''id'\'',
CONCAT('\''"'\'',REPLACE(`value`,'\''"'\'', '\''""'\''),'\''"'\'') AS '\''value'\''
FROM sampledata'
2>/dev/null | sqlite3 -csv -separator $'\t' mydb.db '.import /dev/stdin mycsvtable'
The 2>/dev/null
is needed to suppress the warning about the password on the command line.
If your data has NULLs, you can use the IFNULL() function in the query.