One of the major cons of MySQL is the fact that it is open source...and thereby free of charge.
Also it is both faster and more stable than Access.
You can download it from http://dev.mysql.com/downloads/
It is true that it has no front end, but you can download a graphical front end from mySQL.com called 'MySQL Administrator'. I've never tried 'MySQL Adminstrator' so I can't really comment on that.
But there are also other freeware front ends available, like
DB Manager Pro Freeware from
http://www.dbtools.com.br/EN/downloads.php
or phpMyAdmin from
http://www.phpmyadmin.net
Using the command prompt interface of mySQL isn't really that hard, though, and the mySQL manual has pretty good syntax descriptions.