How to Allow a Remote MySQL Database Connection

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Here at Pythian we like to pay attention to what brings people to our site, and one of the main queries we've been seeing is "How can I allow a remote MySQL database connection?" Since our mission is to help you love your data, we asked Matthias Crauwels, Lead Database Consultant on one of Pythian's MySQL teams to address this topic. Over to Matthias!
I'm hoping this may be the start of a series of posts where I can share some common MySQL knowledge in a (hopefully) clear and understandable manner. So let's get started.