I am using CentOS 6.4 box, so it requires me to install EPEL repo at the first place:

$ rpm -Uhv http://dl.fedoraproject.org/pub/epel/6/x86_64/epel-release-6-8.noarch.rpm

Install pv using yum:

$ yum install -y pv

Installation done. Let the importing begin!

$ pv /home/user/my_big_dump.sql | mysql -uroot -p

For Ubuntu/Debian distribution intall PV using-

apt-get install pv