对性能会有一定的影响！
把步骤写下来，至于会出现的什么问题，以后随时更新。这里我同步的数据库是TEST
1、环境描述。
   主机：192.168.0.231（A）
   主机：192.168.0.232（B）
   MYSQL 版本为5.1.21
2、授权用户。
A：
mysql> grant replication slave,file on *.* to "repl1"@"192.168.0.232" identified by "123456";
Query OK, 0 rows affected (0.00 sec)

mysql> flush privileges;
Query OK, 0 rows affected (0.00 sec)
B：
mysql> grant replication slave,file on *.* to "repl2"@"192.168.0.231" identified  by "123456";
Query OK, 0 rows affected (0.00 sec)

mysql> flush privileges;
Query OK, 0 rows affected (0.00 sec)
然后都停止MYSQL 服务器。

3、配置文件。
在两个机器上的my.cnf里面都开启二进制日志 。
A：
user = mysql
log-bin=mysql-bin
server-id       = 1
binlog-do-db=test
binlog-ignore-db=mysql
replicate-do-db=test
replicate-ignore-db=mysql
log-slave-updates
slave-skip-errors=all
sync_binlog=1
auto_increment_increment=2
auto_increment_offset=1

B：
user = mysql
log-bin=mysql-bin
server-id       = 2
binlog-do-db=test
binlog-ignore-db=mysql
replicate-do-db=test
replicate-ignore-db=mysql
log-slave-updates
slave-skip-errors=all
sync_binlog=1
auto_increment_increment=2
auto_increment_offset=2
至于这些参数的说明具体看手册。
红色的部分非常重要，如果一个MASTER 挂掉的话，另外一个马上接管。
紫红色的部分指的是服务器频繁的刷新日志。这个保证了在其中一台挂掉的话，日志刷新到另外一台。从而保证了数据的同步 。
4、重新启动MYSQL服务器。
在A和B上执行相同的步骤
[root@localhost ~]# /usr/local/mysql/bin/mysqld_safe &
[1] 4264
[root@localhost ~]# 071213 14:53:20 mysqld_safe Logging to '/usr/local/mysql/data/localhost.localdomain.err'.
/usr/local/mysql/bin/mysqld_safe: line 366: [: -eq: unary operator expected
071213 14:53:20 mysqld_safe Starting mysqld daemon with databases from /usr/local/mysql/data

5、进入MYSQL的SHELL。
A：
mysql> flush tables with read lock/G
Query OK, 0 rows affected (0.00 sec)

mysql> show master status/G
*************************** 1. row ***************************
            File: mysql-bin.000007
        Position: 528
    Binlog_Do_DB: test
Binlog_Ignore_DB: mysql
1 row in set (0.00 sec)

B：
mysql> flush tables with read lock;
Query OK, 0 rows affected (0.00 sec)

mysql> show master status/G
*************************** 1. row ***************************
            File: mysql-bin.000004
        Position: 595
    Binlog_Do_DB: test
Binlog_Ignore_DB: mysql
1 row in set (0.00 sec)
然后备份自己的数据，保持两个机器的数据一致。
方法很多。完了后看下一步。
6、在各自机器上执行CHANGE MASTER TO命令。
A：
mysql> change master to
    -> master_host="192.168.0.232",
    -> master_user="repl2",
    -> master_password="123456",
    -> master_log_file="mysql-bin.000004",
    -> master_log_pos=595;
Query OK, 0 rows affected (0.01 sec)
mysql> start slave;
Query OK, 0 rows affected (0.00 sec)

B：
mysql> change master to
    -> master_host="192.168.0.231",
    -> master_user="repl1",
    -> master_password="123456",
    -> master_log_file="mysql-bin.000007",
    -> master_log_pos=528;
Query OK, 0 rows affected (0.01 sec)
mysql> start slave;
Query OK, 0 rows affected (0.00 sec)

7、查看各自机器上的IO进程和 SLAVE进程是否都开启。
A：

mysql> show processlist/G
*************************** 1. row ***************************
     Id: 2
   User: repl
   Host: 192.168.0.232:54475
     db: NULL
Command: Binlog Dump
   Time: 1590
  State: Has sent all binlog to slave; waiting for binlog to be updated
   Info: NULL
*************************** 2. row ***************************
     Id: 3
   User: system user
   Host:
     db: NULL
Command: Connect
   Time: 1350
  State: Waiting for master to send event
   Info: NULL
*************************** 3. row ***************************
     Id: 4
   User: system user
   Host:
     db: NULL
Command: Connect
   Time: 1149
  State: Has read all relay log; waiting for the slave I/O thread to update it
   Info: NULL
*************************** 4. row ***************************
     Id: 5
   User: root
   Host: localhost
     db: test
Command: Query
   Time: 0
  State: NULL
   Info: show processlist
4 rows in set (0.00 sec)

B：

mysql> show processlist/G
*************************** 1. row ***************************
     Id: 1
   User: system user
   Host:
     db: NULL
Command: Connect
   Time: 2130
  State: Waiting for master to send event
   Info: NULL
*************************** 2. row ***************************
     Id: 2
   User: system user
   Host:
     db: NULL
Command: Connect
   Time: 1223
  State: Has read all relay log; waiting for the slave I/O thread to update it
   Info: NULL
*************************** 3. row ***************************
     Id: 4
   User: root
   Host: localhost
     db: test
Command: Query
   Time: 0
  State: NULL
   Info: show processlist
*************************** 4. row ***************************
     Id: 5
   User: repl2
   Host: 192.168.0.231:50718
     db: NULL
Command: Binlog Dump
   Time: 1398
  State: Has sent all binlog to slave; waiting for binlog to be updated
   Info: NULL
4 rows in set (0.00 sec)

如果红色部分没有出现，检查DATA目录下的错误文件。

8、释放掉各自的锁，然后进行插数据测试。
mysql> unlock tables;
Query OK, 0 rows affected (0.00 sec)

插入之前两个机器表的对比：
A：

mysql> show tables;
+----------------+
| Tables_in_test |
+----------------+
| t11_innodb     |
| t22            |
+----------------+
B：

mysql> show tables;
+----------------+
| Tables_in_test |
+----------------+
| t11_innodb     |
| t22            |
+----------------+
从A机器上进行插入
A：
mysql> create table t11_replicas
    -> (id int not null auto_increment primary key,
    -> str varchar(255) not null) engine myisam;
Query OK, 0 rows affected (0.01 sec)

mysql> insert into t11_replicas(str) values
    -> ("This is a master to master test table");
Query OK, 1 row affected (0.01 sec)

mysql> show tables;
+----------------+
| Tables_in_test |
+----------------+
| t11_innodb     |
| t11_replicas   |
| t22            |
+----------------+
3 rows in set (0.00 sec)

mysql> select * from t11_replicas;
+----+---------------------------------------+
| id | str                                   |
+----+---------------------------------------+
|  1 | This is a master to master test table |
+----+---------------------------------------+
1 row in set (0.00 sec)

现在来看B机器：

mysql> show tables;
+----------------+
| Tables_in_test |
+----------------+
| t11_innodb     |
| t11_replicas   |
| t22            |
+----------------+
3 rows in set (0.00 sec)

mysql> select * from t11_replicas;
+----+---------------------------------------+
| id | str                                   |
+----+---------------------------------------+
|  1 | This is a master to master test table |
+----+---------------------------------------+
1 row in set (0.00 sec)

现在反过来从B机器上插入数据：
B：

mysql> insert into t11_replicas(str) values("This is a test 2");
Query OK, 1 row affected (0.00 sec)

mysql> select * from t11_replicas;
+----+---------------------------------------+
| id | str                                   |
+----+---------------------------------------+
|  1 | This is a master to master test table |
|  2 | This is a test 2                      |
+----+---------------------------------------+
2 rows in set (0.00 sec)
我们来看A
A：
mysql> select * from t11_replicas;
+----+---------------------------------------+
| id | str                                   |
+----+---------------------------------------+
|  1 | This is a master to master test table |
|  2 | This is a test 2                      |
+----+---------------------------------------+
2 rows in set (0.00 sec)

好了。现在两个表互相为MASTER。

多MASTER自增字段冲突的问题。
具体文章见：
http://dev.mysql.com/tech-resources/articles/advanced-mysql-replication.html

在邮件列表中看到有人讨论在线同步与忽略库与表的问题，具体看：
http://dev.mysql.com/doc/refman/5.1/en/replication-rules.html