The SQL Compact database is by far the easiest to setup. In fact, you don't have to do anything to set up this database - it comes with, and is hidden inside, WorkflowFirst.

SQL Compact (also known as SQL CE) is a Microsoft embedded database. It is optimized to have a small memory footprint so it can run on desktop computers or mobile devices.

While it provides much of the query features of its older brother, SQL Server, it is considerably slower. It is especially not well suited to situations where data is being shared among lots of users.

Saying that, it's a great choice to start off with. You can develop your application using SQL Compact with the confidence in knowing that it can be easily switched to use SQL Server at a later date, and work precisely the same way - just a lot faster.