I am searching for a really high end and cheap (hopefully free) database engine for use with an x86 embedded platform in Home windows CE. Can anybody give a few recommendations? The key things I am searching for are:

  1. High End (for any real-time system)
  2. Inexpensive
  3. Functional with Compact .Internet framework


Given your requirements the simplest is probably SQL Server Compact Edition

  1. Performance is fairly good.
  2. Free
  3. Provides good .Internet interoperability

SQLite is yet another option which meets the suggestions above. You will find numerous tests around that compare the performance of those two under different conditions.