I found SQLite (
http://www.sqlite.org/) quite fast. It's fast even on a Pentium I I have used. There's not as much goodies as MySQL/postgreSQL though but it's good for, say, a small C++/perl program that needs database storage but you don't want to install a hefty database server like MySQL. Its data goes into files that you can move around in your hard disk freely, not in centralized database server.
Otherwise, I recommend MySQL. phpMyAdmin is a nice tool to maintain it.