The mysql command line client cannot be used in a script's shebang line like many other languages such as bash and perl and etc allow. Patches have been submitted, but so far none of them have been accepted.
A quick work-around is to create a simple wrapper script like this:
If you make that executable and put it in your PATH, then you can do something simple like this:
Note that this also allows you pass any additional command line options and they will be passed through to mysql: