The most used database with ASP.NET hosting is SQL Server. The developers have two options, to get ASP.NET with SQL Server, or to get just a hosting serve and install their own version of the database engine.
ASP.NET Hosting with SQL Server
In this scenario the hosting company offer ASP.NET hosting with SQL Server, which is installed and preconfigured on the server. When you get such services make sure for next check points:
1. What is the SQL version? Usually you cannot chose different version, so make sure the provided SQL database is compatible with your application needs.
2. What is the provided SQL database space? Most of the providers offer 50-100 MB of database space. So, if you need more space you should pay extra bucks for it. The other option is to look for a company offering unlimited SQL hosting.
3. What is the SQL connection options? Some ASP.NET Hosting companies restrict the access of 1443 port (default SQL port), which is used by Visual Studio and SQL Server Management Studio, and only provide access through the hosting control panel. If need a direct connection then make sure to read the terms of the provided services.
ASP.NET Hosting without SQL Server
Here the hosting provider offer just .NET hosting without SQL database support. The option here is to install your own version of SQL server. This could be possible if you use VPS, Dedicated or Cloud hosting. In Shared hosting environment this will be not allowed. Sometimes the Host could install SQL server for you as add-on but you should pay some additional fee for it.
The third option is to use some alternative as MySQL, but this will be not a good practice if you use ASP.NET hosting services.