Hi,
Another alternative would be Ingres which is now Open Source (having been bought from Computer Associates). It's a pretty heavy-duty database on a par with something like Oracle in terms of speed, data-volume capabilities etc. However, it's also pretty straightforward to set up and easy to create databases, tables etc. Also doesn't need a high-spec machine to run on (unlike Oracle I found).
Ingres comes complete with a number of pretty basic, yet straight-forward, database tools that allow you to do all the normal things such as administer the database, execute SQL etc. Nothing flash, more functional than anything else.
Backing up data can be done in a number of different ways ranging from copying a single table to a file to checkpointing the entire database.
I've connected to Ingres from a variety of environments including VB, Perl, and Java, none of which have caused any problems. This was done using ODCB, JDBC etc.
I can't say how Ingres compares to SQL Server or SQL Express but I think it's certainly worth a look (
www.ingres.com).
Jim