Yes oracle 10g is the best database from oracle (11g already released, but i am yet to use with VB).
It is very easy to setup and use .
You only need to change the connection string . Try this sample connection string.
Setting up oracle for personal use is pretty easy . If you are going to use that for the purpose of a realtime database server then you need to be an expert . Since you are going to use the free version no need to bother about all that.