I would have to know much more about your scenario and requirements to answer such an architectural question. Ultimately, it is up to you to determine the best means to store you data.
The benefits of using a database over SharePoint is that it is generally faster, but SharePoint has a lot of user-friendly components that make its use straightforward for all levels of technical competence.
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge