I might have to just buy Neoticker at some point. I've read its pretty hard to top as far as its database goes. Still the only issue is see with that is running into something where you want to change software down the road and have this massive database of tick data that can't be converted and would cost far too much to buy.
In the meantime I'm just going with flat csv files and will progress as needed. From what i've read about sql is that its just overkill on the overhead and not really ment for time series data.
This DB was mentioned on elite, its for storing massive amounts of scientific data and might be interesting, free and open source.
http://www.hdfgroup.org/products/index.html