Who hates having to install SQL Express to get SQL Server. Anyone ever used those automatigally attached databases you can do with SQL Express. Yes! Wow you must be the only one.
SQL express whilst its awesome to have a free version of SQL its a total pain to install.
OK you could go with SQL Compact edition but then you lose half of your features.
As part of the SQL Server Denali feature announcements they have mentioned a new “serverless SQL Server” (Watch the video http://www.msteched.com/2010/Europe/DAT314 for some details). The key thing is that this is in process SQL Server that spins up when you application runs and shuts down when it stops. Importantly it DOES NOT require a service to be installed.
I think this will be an awesome feature and am looking forward to test drive this when its available.