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SQL is sometimes also used to refer to Microsoft's SQL Server which is a type of database.
Basically, the most common approches people take are either Microsoft based or Linux based. The Microsoft server side languages (ASP and ASP.NET) work best with Microsoft database solutions (Microsoft SQL Server or Microsoft Access). The main Linux server side language is PHP and it works best with Linux database solutions, most commonly MySQL. I'm pretty sure it's possible to mix and match, but there's usually no advantage to doing so. It all depends on your hosting and/or your preference and your budget.
There are lots of other language and database solutions. Other languages include Perl and ISAPI DLLs which can be written in a varity of languges - pretty sure they only work on Microsoft servers though. A good example is eBay, they use ISAPI DLLs extensively. Other databases include Oracle and PostgreSQL.
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