F-A-S-T database engine for .NET & C#?

Anyone have any experience with database engines for .NET (preferably free)? I'm building an application which will require the following capabilities:

• Relational
• ability to store hundreds of thousands(nay millions) of records per table.
• VERY fast. Users search the DB, and return grouped/sorted results. Normal people don't like to wait.

this website has alot listed, but only marketing information.

So does anyone have any experience with any of these?