sqlite is a delight (no pun intended). It's embedded, exceptionally easy to use, high-performance, well-documented, and high quality.
Beyond straightforward use, one of the workloads that I think is very useful is the ability to use virtual tables to provide a sql interface to process data over differnt kinds of data sources. A bit of C or Python is all you need to get going with this.
:memory:
instead of a file name.