If you want to do sql queries on the data, and you're not going to concurrently write to the database,
SQLite is fast, simple, and speaks reasonably good sql. If that won't work, there's mysql and postgresql of course. Even Access and MSSQL Server Express wouldn't be bad for this if it weren't for their database size limits -- apparently 2GB and 4GB.
It looks like Clementine, now called IBM SPSS Modeller, is more of a predictive analysis program which will be more statistical in focus. SQL doesn't have the kind of statistical functions that you'd want. If that's the kind of data mining you're looking for, I suggest
R, which is a free, open-source, multi-platform, widely used clone of S+.