The only problem I have with PHPmyadmin is that it wasn't designed to handle backups of large databases (both backing up and restoring). Not that this couldn't be resolved...heck if I put some effort into it I'm sure I could create a patch for it. But the really large databases that take more than a minute or so to backup will typically cause the browser to time out....it's one of the main reasons I stopped using it for backup purposes since most of my databases are 1GB+ in size.
However, for the average database, PHPmyadmin is a great program to use. Especially if you're not very unix oriented
Edit: Fixed a few grammatical mistakes that made me sound like I was on crack