In particular SQL databases, since these are most portable. Also some good ones are available for free, on a variety of platforms. To run scripts locally, you will also need a web server. Most times cgi, perl, or database software will not be available on a standard ISP account, you will probably need some dedicated web space. Some free web space providers will offer cgi support, although most of them will not, or only very limited.
Databases are even harder to get.
Related links are in the webmaster resources section.