Assuming always that PostgreSQL is available on your OS. Assuming that as the OP is talking about CGI that his hosting service supports it, or even allows it!
Speaking personally, I have tried three implementations of PostgreSQL on Windows. Using cygwin is a performance nightmare. The two other commercial products - both based on pretty old (like 7.2.1) PostgreSQL - are expensive (about double the price of commercially licensed MySQL) and are not yet really suitable for end-user application.
When PostgreSQL finally has native Windows support then it will be interesting. But until then it is nice to have on a *nix box, but not much use in my day to day real world. I am sure that one day it will be able to compete - but they have a little way to go yet.
jdtoronto
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