I googled a while but couldn't find an answer. Although it is often explained, how you simply could put a .my.cnf into your /root and make your funny full database dumps without having to enter a password.
mysqldump --complete-insert --opt -Q -h example.com -u db_user -p databasename > dump.sql
Now, the following would help me with this - and only this - user:
[mysqldump] host=example.com user=db_user password=password
I expected it would be possible to define several users and passwords for different hosts. Maybe by using the block multiple times? Couldn't find anything written about this.