mssql
Seriously though, it depends upon what you want to do with it.
Most of the asp programming examples you'll find will be for mssql or access.
Access has severe limitations as a web database. Not the least of which
is that you have to put it outside of your web root to even start to
secure it and the entire db loads into memory to execute a query. It's
a flat file and not a true relational db so when you delete a record,
it only flags that area in the file as deleted and does not re-use the
empty space. You need to do periodic compact and repairs to clean it up.
"Access" is not actually a data base. It's a MS office program that has
used a variety of different data bases over the years. Currently it
ships with the Jet db engine. The next release will see it ship with a
"MS SQL-Light" engine but how that's going to be implemented in a web
hosting environment is up for discussion.
MS SQL generally has more features than MySQL and/or better
implementation of many db services. MySQL only implemented stored
procedures relatively recently (think of stored procs as compiled
binary versions of queries - they run much faster), and doesn't support
"views" of the db. My personal feeling is that the new mssql 2005 beta
is faster than mysql overall but that's more of a hunch than a fact.
MSSQL 2005 is up for release this fall. Expect to see the light version
incorporated into the next release of Access/MS Office next year.
MySQL is faster for many types of queries though so it depends upon
your application as to if mssql 2000 or mysql 4.x would be faster.
The conventional wisdom for shared hosting is to use mssql for
developing web apps for windows servers and mysql for unix servers and
avoid ms access.
Corporate web apps will use Oracle, Informix, or DB2.