Honestly, I can't think of any reason why you would want to use anything BUT MySQL:
1) You do not want to make your own DB... pointless programming unless that is what you want to become.
2) Other home-made DB solutions may work, but won't have te versitility or completeness that MySQL already has.
3) The MySQL DLL is very easy to use. As long as you construct the proper query (which is a pain, but only in the string building sense), then it's flawless.
4) It's FREE!!!! DLL AND MySQL... both free!
5) MySQL is universal and hence, all the knowledge gained using it here will carry through to any other engine or project you have!!!

Trust me, it isn't worth wasting time on this decision. DL the MySQL DLL, learn how to use it in 3DGS (make a standalong program to test it... don't try to integrate it into your project until you have some experience with it), learn how to make SQL queries, and go.