This is more of a thorny issue that you would at first expect – Microsoft does not provide an easy way out of their database if you are on a different platform.
The open source (or paid!) tools available for interacting with Microsoft SQL databases on OS X are very limited. There are not any native GUIs available (to my knowledge), I’ve found that getting TDS up and running is a pain, and it seems impossible to import a .bak or ms sql insert dump. Additionally, I’ve had weird encoding + CSV formatting issues when given a CSV exported from a dump given to me.
I’ve discovered a workaround to the issue that has worked reliable for very large data sets (30,000+ rows). Oracle’s SQL Developer application can connect to a ms sql database. Once you have a connection established you can export to a bunch of different formats. However, I’ve had encoding issues when exporting as a CSV or other plain text format. However, exporting the ms sql from Oracle SQL developer as a XLS is very reliable (text with quotes, commas, and other characters are perfectly preserved).
Google has released a great tool for handling large CSVs. The great thing about Google Refine is that it can import data from a variety of formats – one being XLS. If you import the XLS file into Google Refine and then export as an CSV you’ll have a data format which works great with libraries such as Ruby’s CSV class or CSV import functionality on software such as Sequel Pro. A multi-step process, but it has worked reliably.
If you are looking to convert a mdb (a Microsoft Access database) to SQL there is a great tool for converting a mdb to sqlite which you can then easily export a MySQL compatible SQL dump or a plain CSV file either using a tool like Base or the command line.