Choosing an SQL Engine for Analytics

I’ve been struggling for a while on which database to use for my working data. I used to use MS Access quite a lot. The problems with MS Access include but are not limited to: * 2 GB file size limit, at least historically * Versions change with each edition of MS Office * Sort of tough to write SQL scripts * Very little automation, ie compression, backup, etc. * Windows only I used Oracle for a few years as a result of my previous employer being an Oracle shop.