That depends on yourr requirements, load, etc.
I think that CE9 used the MSDE SQL Server database, which is robust enough, the biggest problem is that most sysads forget that this needs to be backed up for catastrophic recovery (the file is always in use, and so many conventional file backups will skip over it).
If your company has a standard database, and it's very robust (Oracle, SQL Server, Sybase), then you might prefer to offload the admin of it to the dbas, however as is, the database probably resides on the same box as CE, so it doesn't get much faster than that.
I try to avoid moving it under the dbas umbrella to minimize coefficients for troubleshooting, dbas tend to be liars, na'erdowells, and it's rumored they feast upon their own offspring and offal.
Right, I often operate as a dba
-k