In what language? Here is a PHP one: http://www.phpclasses.org/browse/package/2917.html Not hard to make one yourself either.
You do know you can import csv into MySql through phpMyAdmin which is the database admninistration tool bundled with php on most (if not all) installations?
Yes, But for larger files, scripts those are written by PHP [or other similar server side web languages] is useless. For this you should try some desktop applications or try yourself from the command mode