Have you considered using Amazon SimpleDB? Its a very simple and fast way to persist data. Avoids the scaling and implementation headaches associated with a typical database.
I did not really have headaches with databases yet. One issue might be not having database drivers, though (LISP programming???). Another might be use cases that don't match databases well. For example I could imagine search engines would be better off saving their data in a different way (specialized index files). Or twitter-like things?