I'd also advocate, that before you come to a decision that Databases are ultimately slow (and they are, for reasons other people have mentioned in this thread), that you try a database other than MySQL. Oracle and DB2 both have downloadable versions, for example. One reason at least: MySQL keeps its tables in files, one (or more?) per table, DB2, OTOH, has whole groups of tables (tablespaces) in one file.. There are probably other reasons too. Maybe even trying with SQLite will get you different results.
C.