you need to run this query for the db:

ALTER DATABASE db_name
	CHARACTER SET utf8
	DEFAULT CHARACTER SET utf8
	COLLATE utf8_general_ci
	DEFAULT COLLATE utf8_general_ci
	;

and then these 2 queries for each table in that db:

ALTER TABLE table_name DEFAULT CHARACTER SET utf8 COLLATE utf8_general_ci;

ALTER TABLE table_name CONVERT TO CHARACTER SET utf8 COLLATE utf8_general_ci;

via: http://web.archive.org/web/20070605215105/http://www.nicknettleton.com/zine/php/php-utf-8-cheatsheet

some other links that were helpful
http://www.joelonsoftware.com/articles/Unicode.html
http://stackoverflow.com/questions/140728/best-practices-in-php-and-mysql-with-international-strings

more stuff:
http://marcyes.com/2009/12/21/php_utf8_cheatsheet/