Sales Order depends on both Customers & Products, so, it'll be better if you can export the whole database to dev site.
Otherwise if you already have same Products and Customers in Dev site, then try exporting following tables:
SALES RELATED TABLES
sales_flat_creditmemo
;
sales_flat_creditmemo_comment
;
sales_flat_creditmemo_grid
;
sales_flat_creditmemo_item
;
sales_flat_invoice
;
sales_flat_invoice_comment
;
sales_flat_invoice_grid
;
sales_flat_invoice_item
;
sales_flat_order
;
sales_flat_order_address
;
sales_flat_order_grid
;
sales_flat_order_item
;
sales_flat_order_payment
;
sales_flat_order_status_history
;
sales_flat_quote
;
sales_flat_quote_address
;
sales_flat_quote_address_item
;
sales_flat_quote_item
;
sales_flat_quote_item_option
;
sales_flat_quote_payment
;
sales_flat_quote_shipping_rate
;
sales_flat_shipment
;
sales_flat_shipment_comment
;
sales_flat_shipment_grid
;
sales_flat_shipment_item
;
sales_flat_shipment_track
;
sales_invoiced_aggregated
;
sales_invoiced_aggregated_order
;
log_quote
;