Here are the two ways I have successfully used MongoDB with Mathematica. AFAIK much of this would also apply to similar DBs such as CouchDB.
A. Easy way
One working example used a third party Mongo supplier such as 28msec.io and use
With this supplier you can both read from and write to the database using HTTP GET and simple query strings. While I have not tested it, it seems to me that you should be able to make calls to a set up such as this from a free CDF (it is my understanding that you can import from a URL from free CDF).
B. Stand alone implementation
I have installed MongoDB on my Mac and got it working with Mathematica using this method:
I do not imagine that the set up would be too different on other systems. To interface with Mathematica I have used the REST API. For me as a non-Java programmer this was far more straight forward than trying to make a JLink connector. I have no idea of performance issues of the REST API vs purpose built JLink connector. For the intended application there were no noticeable problems, slowdowns etc.
1 Download and install MongoDB.
2 Start the webserver
$ sudo apachectl start
3 Start Mongo DB
$ mongod --rest
4 Check that everything is working on port 28017
The problem with the install is that the bundled REST interface does not allow inserting etc. Full REST capabilities can be achieved with an external tool such as sleepy mongoose.
5 Install pymongo
$ easy_install pymongo
6 Download and install sleepy.mongoose.
You are now in business and can read from and write to your local MongoDB from Mathematica using
Forgot to mention that you use
ImportString[ string, "JSON"] to convert the JSON to rules. Also forgot to mention that for easy option A, or similar database providers, if you can enter the login and password as part of the query string then you can use
Import to read from, and write to, the database.