I use MySQL, but find it quite frustrating trying to add a field to a 500 MB table in it (or repair said table), so I'm considering trying out Oracle. I've used sqlite just for a little testing, once PHP 5 is on (almost) all hosts it should be handy for scripts that need tiny databases.
I work on several systems and use, Oracle or SQL server for enterprise apps, for personal hosted sites i use MySql and for small office apps I have used MS access. It really depends on the system I am working on, and what the client organization has available.