I'm looking at two different options to host the databases of my websites.
1) I can use the Shared SQL Server 2008 offerings of my host company (plenty of space) instead of installing database software on my webserver.
2) I can install my copy of SQL Server 2008 Web Edition on my Windows Server 2008 Hyper-V VPS account and host my database directly.
I realize there are questions about the load on the shared server, what I'll have the website doing, etc, but essentially this is just a server hosting a few CMS sites that have moderate traffic in the whole scheme of things.
So, my real question is: Are there any glaring issues between one choice or the other in terms of speed and performance that is commonly known?