Depends:

If your data is on the same machine as your app, the Fox always outruns the rest.

MSDE is limited to 2GB per DATABASE and will be slower than VFP data if it's on the same machine as your app.

VFP is limited to 2GB per TABLE (note the difference from MSDE above). It is usually the fastest way to get data if the data is on the same machine as the app.

SQL is MUCH slower if you have it on the same machine as your app (or on the file server). SQL requires quite a bit of HorsePower on the machine it's running on. You must also consider the licensing costs. OTOH, if your app is running 24x7 it's easier to get good backups from live data and replicate to a backup data server if necessary.

If you're putting the data on a dedicated data server, all bets are off. There are just too many variables involved (network speeds, traffic, cpu's, cabling). You've gotta test.

Ricks White paper is on large-scale WEB developement and it's at:
http://www.west-wind.com/presentations/largeweb/
It has some good information....

FWIW
>I want to grab some statistics anyone has already made showing VFP returning data as fast or faster than MSDE/MSSQL. Otherwise, I'll have to make something (in which case any guidelines would be appreciated).
>
>Anyone?