I know there are tons of prescripted databases already out there to use for a variety of different things but where do you find them? Also is it worth the effort to setup a site with a preexisting database that lots of other people are already using?
The most used database for sites is MySQL. Is free and it is easy to setup from cpanel. For MySQL you will find a lot of documentation on the web. For the major business the most companies use Oracle database or SQL Server, but these are not for free.
If you're talking about the database program, use MySQL. If you're talking about data, is anything worth the price being asked for it? You have to decide that. If you need the data for your site to run properly, compare the price of buying the data to the price of getting it and putting it into a database by yourself. (A database that would cost you $100 could take months to compile.)