Code from the blog post: http://jnrbsn.com/2011/08/using-sql-as-a-full-fledged-procedural-scripting-language

convert_innodb.sql

-- MySQL procedure for converting all MyISAM tables in a database to InnoDB.
--
-- Example usage:
--
--     $ mysql -N example_database < convert_innodb.sql
--
-- @author    Jonathan Robson <jnrbsn@gmail.com>
-- @copyright 2011 Jonathan Robson
-- @license   http://gist.github.com/802399 MIT License
-- @link      http://gist.github.com/1144336

DROP PROCEDURE IF EXISTS convert_innodb;

DELIMITER //

CREATE PROCEDURE convert_innodb ()
BEGIN
  DECLARE var_table CHAR(255);
  DECLARE cur CURSOR FOR
    SELECT table_name FROM information_schema.tables
      WHERE table_schema = DATABASE() AND engine = 'MyISAM';
  SELECT 'Getting list of tables...';
  OPEN cur;
  BEGIN
    DECLARE EXIT HANDLER FOR NOT FOUND BEGIN END;
    LOOP
      FETCH cur INTO var_table;

      SELECT CONCAT('  Converting table ', var_table);

      SET @var_sql := CONCAT('ALTER TABLE `', var_table, '` ENGINE InnoDB');

      PREPARE stmt FROM @var_sql;
      EXECUTE stmt;

      DEALLOCATE PREPARE stmt;
    END LOOP;
  END;
  CLOSE cur;
  SELECT 'Completed successfully!';
END;
//

DELIMITER ;

CALL convert_innodb();

DROP PROCEDURE convert_innodb;

convert_utf8.sql

-- MySQL procedure for converting all tables in a database to utf8_general_ci.
--
-- Example usage:
--
--     $ mysql -N example_database < convert_utf8.sql
--
-- @author    Jonathan Robson <jnrbsn@gmail.com>
-- @copyright 2011 Jonathan Robson
-- @license   http://gist.github.com/802399 MIT License
-- @link      http://gist.github.com/1144336

DROP PROCEDURE IF EXISTS convert_utf8;

DELIMITER //

CREATE PROCEDURE convert_utf8 ()
BEGIN
  DECLARE var_table CHAR(255);
  DECLARE cur CURSOR FOR
    SELECT DISTINCT table_name FROM information_schema.columns
      WHERE table_schema = DATABASE()
        AND collation_name IS NOT NULL
        AND collation_name != 'utf8_general_ci';
  SELECT 'Altering database...';
  ALTER DATABASE CHARACTER SET utf8 COLLATE utf8_general_ci;
  SELECT 'Temporarily disabling foreign key checks...';
  SET FOREIGN_KEY_CHECKS = 0;
  SELECT 'Getting list of tables...';
  OPEN cur;
  BEGIN
    DECLARE EXIT HANDLER FOR NOT FOUND BEGIN END;
    LOOP
      FETCH cur INTO var_table;

      SELECT CONCAT('  Converting table ', var_table);

      SET @var_sql := CONCAT(
        'ALTER TABLE `', var_table,
        '` CONVERT TO CHARACTER SET utf8 COLLATE utf8_general_ci'
      );

      PREPARE stmt FROM @var_sql;
      EXECUTE stmt;

      DEALLOCATE PREPARE stmt;
    END LOOP;
  END;
  CLOSE cur;
  SELECT 'Re-enabling foreign key checks...';
  SET FOREIGN_KEY_CHECKS = 1;
  SELECT 'Completed successfully!';
END;
//

DELIMITER ;

CALL convert_utf8();

DROP PROCEDURE convert_utf8;