Often when using web applications it’s quicker to export any required data directly from the database using SQL queries. Magento e-Commerce is a very different beast, due to the fact that much of the important data is stored using the EAV (Entity Attribute Value) model. You can’t get find a single table to dump the data.
Fortunately Magento provides you with Import and Export routines for Customer and Product data. But if you’re expecting to get offered the choice of where to save the data, you might be surprised to find that the data just get saved in the directory /magento root/var/export. You’ll have to dig the file out and copy to your local machine before you can start mapping fields to data for the import process.