MySQL or MariaDB on your own machine.
INSTALLING
Install the package, then run the secure installation routine, which sets a root password and removes insecure defaults such as anonymous users and the test database.
Do this immediately. A default installation is not safe.
SECURING IT
Bind it to localhost only, unless remote access is genuinely required. A database listening on a public address is found by scanners within hours. Never expose the database port through the firewall without a specific reason and source restriction. Create a separate user per application, with privileges only on that application's database. Never let applications connect as root.
CONFIGURATION
Memory settings are the main tuning concern. The buffer pool size for InnoDB is the single most important value, and the default is usually far too small.
Allocate a substantial portion of available memory to it, leaving room for everything else.
BACKUPS
Dump databases regularly and store the dumps off the server. A file-level backup of a running database can be inconsistent.
MONITORING
Watch for slow queries and for the database being killed under memory pressure.
