I thinks sqlite is actually quite neat and works well for providing the possibility to implement complex custom file formats during programming. It's not a server per se, but it wouldn't be a big deal to program some wrapper code to make it a server. It is simply targeted to a different audience. Not every tiny application wants a full SQL server installation.
MySQL is also quite neat, but it is obviously targeted to another audience. Large amounts of data simply have different requirements than small stand-alone applications. I'm not sure what you mean by MySQL being hard to configure. I haven't found it to be difficult so far. I rather guess that configuring it to work along with amarok is maybe tricky, but I don't think that Sun/MySQL see their main priority in Amarok support.
progresql is a DBMS called Progress (
http://www.progress.com) and appears to be a set of commercial products. I think the product suite is not even pre-dominantly about SQL at all.
Sometimes it is mixed with PostgreSQL (
www.postgresql.com), which is OpenSource and uses the BSD license. MySQL in contrast uses the GPL (actually it uses two licenses to choose from: GPL and it's own). Both are quite mature SQL servers, te API differs, but for the larger part people seem to make their choice based on license preference.
linux