If you are building a site with JSP or any kind of application in Java (even J2EE) that requires a database, you should look at SQL Server 2005 for your database tier now that new JDBC drivers are available - Two key reasons:
First, there is a completely free http://msdn.microsoft.com/vstudio/express/sql/ SQL Server Express version (the driver is also free) that is quite powerful, it is basically the same engine as the more advanced versions and it includes features such as encryption which are difficult to find in other free databases.
Second, if your application grows and it needs a more powerful database, scalability is a no brainer: it is so easy to upgrade all the way to an enterprise 64 bit version which is capable of running even the most demanding applications with load balancing &clustering, security and performance that matches or surpasses anything else out there.
The JDBC drivers are type-4 (.jar file), require JVM 1.4 and are free to use with SQL Server 200 and 2005. You can download the driver right here