Installing either MySQL or PostgreSQL. My concern is just with Mathematica. I am going to be using it to store a good bit of basic data but the main thing is fast image retrieval and comparison using Mathematica as the comparing engine. Anyone have experience with any of this? Thoughts, directions or more questions?
You might also consider H2 Database. Very fast, super flexible (eg write your own functions and aggregate functions in java), administration is very convenient. I've had a lot of success using it in research to organize and store numerical data.