[From SQL Server Central
SQL Server Everywhere is a new member in the SQL Server Family. It is a Light-weight, free database which is ideal for small applications for a single user. It is much lighter than databases like MS Access or SQL Server Express and have a disk foot print that is below 2 MB.
SQL Server Everywhere does not have a Server Process at all. The database engine is loaded as an Inprocess component from System.Data.SqlServerCe.dll. This makes deployment and distribution of the application super easy! Being Inprogress would give better performance most of the times.
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