MySQL is a database language/system, Linux is an operating system

What exactly will you be using the database for? Generally, MySQL is pretty good, though there's nothing wrong with PostgreSQL either. I've never used Microsoft's SQL implementation outside of SIMS.net, but I haven't seen any problems with that, either. In the end, they're all just various implementations of SQL, so the differences aren't so much in what they can do, but how you go about doing it with them.