Whether to use “SET NAMES”

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mysql_set_charset() would be an option – but an option limited to the ext/mysql. For ext/mysqli it is mysqli_set_charset and for PDO::mysql you need to specify a connection parameter.

As using this function results in a MySQL API call, it should be considered much faster than issuing a query.

In respect of performance the fastest way to ensure a UTF-8-based communiction between your script and the MySQL server is setting up the MySQL server correctly. As SET NAMES x is equivalent to 

SET character_set_client = x;
SET character_set_results = x;
SET character_set_connection = x;

whereas SET character_set_connection = x internally also executes SET collation_connection = <<default_collation_of_character_set_x>> you can also set these server variables statically in your my.ini/cnf.

Please be aware of possible problems with other applications running on the same MySQL server instance and requiring some other character set.

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