Using ASP with a Dedicated Database
When you truly begin to base your website on database content, it's time to get yourself a dedicated MS-SQL or MySQL database system. This helps guarantee you proper response time and performance.
The dedicated database system can be on your web server, or can be on an entirely different server. The important part here is that the database is dedicated to you and you alone - nobody else will be using the database engine. This can make an amazing difference in performance. If you are sharing your database with a giant website that does millions of database operations a day, your own site's performance is going to suffer. If you instead have your very own copy of MS-SQL running, that solely hands out your data, you can tune that database engine to run as quickly as possible.
There are many different hosting options in the internet world. You can get a database that you manage yourself - everything from setting up backup times to optimizing the way new tables are created. This is the method I prefer myself, but it does of course require you to put some time into learning how to properly manage a database. On the other hand, you can hire someone (or pay your hosting company) to do these things for you. This of course costs more, and you are trusting that they know what they are doing. Many hosting companies tell you they are experts but actually just want your money. It is often hard to tell the difference until something goes disastrously wrong with your live site.
Learning to manage a SQL database does not take years of effort - but it should take a few weeks of study. This is a very important skillset to have if you are working with databases - and can bring in lucrative contract work or job offers if you learn to do it well. Even if you simply learn it for your own website's use, you can end up vastly improving your site's performance by properly tuning your SQL database.
I highly recommend taking this route as soon as your finances allow you to. You should be able to get yourself a sturdy, fast MS-SQL machine for about $100/month. If you want to put your website on that machine as well, that is not a bad price for a standalone web / db app machine.
ASP Server Setup Information