Well database scripting is nearly univesally done in SQL. If you have a windows host then you could use Access but I would never recommend that to anyone (except maybe worst enemy).

As for your scripting language, this depends a bit on your hosting environment. One of the reasons I use PHP is that it runs pretty much the same on Windows and Linux/*BSD/MacOSX/Other Unix boxes out their (the unix derivatives are compiled from the same source and don't need any porting). Other options:

ASP: Windows and IIS only.
JSP: Java hosts, variety of commercial and open source software supported. JSP has different server builders
Java Servlets: Often JSP is integrated into a Java Servlet engine. Tomcat springs to mind.
PHP: Any and everything, personal fav.
Perl: A bit old school but there is a lot of great information about writing scripts (check out CPAN)
ColdFusion: Macromedia Solution, runs on multiple server platforms. However if you are getting this hosted check to make sure that ColdFusion is supported.

There are a bunch of others, out their and I can guarentee that I have forgotten someones favourite scripting environment. Choose what works for you, and even better if you can get hold of people who can give you a hand choose whatever they are using. Having a bit of help along the way is probably the most important factor.

Thanks

Luke