I "recommend" MySQL. I have been using it since 1997 and it has proven to be very stable and robust, it's support from various firms has steadily increased over the years and some of its current release options include transaction support, which were for sometime one of the reasons not to use it. But one of the nicest things is that it is built for multiple platforms and you can share your tables between them, that is copy them from one OS to another if you use the newer table formats. You do have to alter the case sometimes when coming from Windows to Linux, I just use this script to help me out:

# invoke with <script_name> /var/lib/mysql/your_database
chdir $ARGV[0]
@names = <*.*>;

foreach (@names) {
        my $t = $_;
        if ($t =~ s/\.my([id])/\.MY\U$1/) {
                rename($_,$t);
        }
}
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I don't use MS SQL 2000 because it has limited datatypes and its reserved word list conflicts with what would tend to me some more common table names ('user' for example).

Oracle is good if you have the money to support it, but you really need to have a problem large enough to really get your moneys worth out of it.

PostgreSQL is a good open source database engine as well, it has a very large feature set and includes object support. It is shipped with most major Linux distros as well. Is there a current stable port for Windows? The last time I looked at PostgreSQL its Window port was way behind the main release.