Do people write their own DB for some reason?
Answer
We did, hopefully Ben Z will give a better explanation of the reasons than I can since he was actually the original author of our database. The short version is that relational DBs are not very useful for games because they cannot efficiently store heavily structured hierarchical data, which makes up the vast majority of data an MMO needs for normal operation. We choose to build a custom object database and part of a distributed transaction processing system, which is now in production and powering our two live games.
As for if you should do the same? Probably not, at least not at first. I would still advocate avoiding SQL, but there are now many more options in the "NoSQL" world that didn't exist a few years ago.
That said, most MMOs do run on SQL (relational) databases. I know Eve runs on a SQL Server installation sitting on top of a few multi-TB RAMSANs (I will probably never in my life have as much money as those things cost).
EDIT: Hopefully he won't mind me posting this here, but this is a blog entry with some links and comments about the presentation we gave at GDC'08 about our database.
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