mysqldump replacement or correct options?

I'm not too skilled in SQL software in general and always relied on mysqldump command to do complete and comprehensive "snapshot-type" backup of everything. However I found out recently that it doesn't work properly on some complex databases, such as the one created by Magento. Backups would be missing some important internal logic without which it's impossible to restore the database to its original state. I know that my desktop clients perform such backups without problems using default settings. Therefore the question is if there are some specific arguments I should append to mysqldump or if there's a decent replacement for mysqldump in the ports.
 
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