Your are right, this is not possible through the Sitefinity user interface. Also, it's not possible to provide an universal SQL script for this task, since it should be quite specific.
Sitefinity 3.2 will be shipped with an Export tool, which will let the user export the site as a site template. The template can be used in the Project Manager to create a new site with almost the same database, files and configuration. Most probably, further we will extend this tool to provide almost the same functionality as duplicating
page with sub-pages with exporting and importing in the same site.
the Telerik team