Which Database is better at the time of publishing website

hi,
actually i am beginner in asp.net
iam using visual studio 2010.
i am creating a website (thinking to get domain) but i wanted to ask that when i publish the website how can i secure my database. and which type of databse is used at the time of publishing website
i current create database at localhost using server explorer , and windows authentication.
at the time of uploading or publishing , which databse will work . the database created on localhost , or the database of saperate SQL SERVER COMPACT(.mdf)...
whcih one is the best...
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