SQL Server 2005 Express Edition
With Vista, Microsoft seems to have finally thrown support for Microsoft SQL Server Desktop Engine out the window. I have a Microsoft product that depends on a SQL Server compatible database for installation, and it flat-out refuses to install on Vista using MSDE 2000. I grabbed SQL Server 2005 Express Edition instead, and while looking for the download link I couldn't believe how much other stuff the SQL group is giving away.

For starters, there's a SQLite competitor called SQL Server Compact Edition, a free day of video training on how to use the product, a $49 developer edition with all the features of Enterprise Edition, a reporting tool to make quick reports from the data, and lots of other stuff.

If you don't mind being locked into Windows, that means you can get an account on a Windows Server 2003 box and throw up a whole web serving stack (IIS, ASP, SQL Server Express, C#), for nothing but the cost of the OS. With the cost of Windows Server 2003 Web Edition licenses dropping past $250 because Windows Server 2008 is about to come out, this might be a great idea for folks who don't need or want to know anything about Unix. If you get a hosting provider to amortize the cost of the license for you, it's even cheaper than that.

By the way, you really do need a Windows Server 2003 license. You can't weasel out of this by using a cheap XP or Vista license, since both products include a clause in the EULA saying you can't use them for "commercial hosting." (Vista EULA section 8, XP EULA section 5).