I remember that back in the day getting Postgres up and running was an enormous chore - SQLite was definitely the easiest but even MySQL was a walk in the park compared to Postgres. But Postgres is simply amazing - it is entirely transparent about the metadata it's storing to assist querying and has mature tools available to help you optimize queries. The only "big" one that I haven't used is Oracle mostly because the price makes it insanely unreasonable for small companies. Out of MySQL, SQLite, MSSQL and Postgres I'd have to say my favourite is Postgres due to compelling the least number of hair-pulling frustrations and having absolutely pristine documentation - followed closely by MSSQL though MSSQL sometimes seems to go out of its way to have an incompatible dialect.