Exporting accented characters

When exporting mysql tables into CSV formats, special characters always
get garbled up and end up looking like this in the resulting CSV: é

I've tried different collations, including utf unicode, but to no
avail. I've been having this problem for close to 4 years now, so this
is quite possible my twentieth attempt at finding a solution to this,
so if anyone would have any suggestions, please PLEASE do share :)

Thanks!

Emil.