Changing the mysql root password

I never can remember how to do this from the command line and the docs are just hazy enough to be a pain:
> mysqladmin -u root -p password <ENTER_NEW_PASSWORD>
And yes, that is "space-p-a-s-s-w-o-r-d" after the -p. Sending that tells mysql that you want to change the password to whatever is next. You'll be prompted for the existing/old password:
Enter password: ********

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