i normally work with MySQL and works fine, but i never work with Access or SQL Server so i can't compare, but i try my applications in different places and works faster and fine.
With MySQL i have used, in the beginning ADODC objects and System DNS to connect, but after i discovered ADODB objects and works much better and it's more flexible, and i learn too to use string connections to connect with a database in one line. you only have to add the references in VB and declare a ADODB.recordset object (for example)
to distribute your software you'll need the MySQL ODBC driver that you can found in the MySQL web, and also, install the mysql server
look for a tool named MySQL Front, it helps you to use MySQL databases, i THINK that the 2.5 version is free, but the 3 version no ... take a look in the web
in the tutors corner or the code library of this forum i think there's a few examples to connect with databases, here's one
Code:
Dim AdoRecordset As New ADODB.Recordset
AdoRecordset.Open "SELECT * FROM mytable", "driver={MySQL ODBC 3.51 driver};server=localhost;uid=root;pwd=;database=mydatabase, adOpenKeyset, adLockOptimistic, 1
hope this helps