There has been quite a lot of interest building up recently around SQL Compact 4. Now, if you are not familiar with SQL compact, it's basically a database engine that is free and totally embedded. You don't need to install a database anywhere on your server. Not only that, but it works with existing .NET based data API's (Entity Framework, NHibernate). Another great advantage of using a SQL CE database is that it is totally file based and you can store your database files within the \App_data folder of your web application. So, for someone like me who is running a simple blog that doesn't really require a massive DB, this is really ideal. If you use shared hosting services and you need to use SQL Compact - no problem, it runs under medium trust which means it works perfectly.