What I want to do with the data is not important...the most important thing is to choose the option which is the less CPU & RAM "killer"...
as pround said we cant really advise you without knowing more details like:
how many simultaneous accesses?
from different machines?
what sort of searches will you do?
a database of application settings would be fine in xml because your only doing simple key=value searches and no bulk replacement.
a database of video rentals is a bit more tricky in xml because searches like which sci-fi moves are rented to people who signed up last month would be a processor killer.
both of the examples have a lot of data so we really need to know more than what you said initially.