I’m trying to solve one of recent Kaggle competitions: “ICDM 2015: Drawbridge Cross-Device Connections“. That competition provides data on device/browser usage and asks you to determine which cookies belong to an individual using a device.
The data for this competition is available in two formats: CSV files and SQLite database. A relational database looks more suitable for ad-hoc queries because SQL is a quite powerful tool: you can easily join tables, filter and group data. Though it lacks some of statistical analysis capabilities which you can get in R or other tools specialized in statistics.
SQLite is an awesome technology for small embedded databases, but there are certainly no good GUI applications for querying SQLite databases. I also was afraid that SQLite query execution engine is not very smart, and SQLite dialect of SQL is not rich enough, in comparison to SQL Server or Oracle, so I decided to import SQLite database into Microsoft SQL Server 2012.