MySQL versus SQLite, for example? I understand that MySQL is harder to setup and configure... Would SQLite or another db be better suited in this regard?
One key element to keep in mind: the license.
If you're going the commercial route with your application, bear in mind that either you need to distribute it under GPL2 (in which case you need to make the source available, among other things) or you need to get a license from Oracle (presumable against hard-earned, cold cash).
On the contrary SQLite is in the public domain so you're free to do whatever you want with it.
That being said sqlite is very easy to embed so it's likely to be the easiest route assuming its feature set and performance profile works for you.
If you want high portability, SQLite is the best. However, for operating with large data amounts, MySQL wins.
MySQL - needs setup - needs creating the schema while installing - very fast - many storage engines - has many useful things that are missing in SQLite
SQLite - only library needed (and language bindings in some cases, sqlite3-ruby for ex.) - portability - you can redistribute the database along with application - needs regular optimisation (VACUUM) - not too fast - almost unusable with many (100.000.000+) records