MySQL is an excellent option is very well documented. It is also a defacto standard for OpenSource databases.
MySQL sucks for anything but very very basic stuff as it supports no transactions, foreign keys, procedures, triggers, concurrency, etc.
Postgresql is a lot better, free, and the psycopg adapter for Postgres is *very very* fast (a lot faster than the MySQL one) and it has a dictfetchall() method which is worth its weight in donuts !
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