In my search for the ideal database tooling I've tried native matlab files, excel, MySql, Access and plain csv, before settling for far-from-ideal xml - *.mat combination. Still, a lot of programming is required to manage data this way.
A couple of days ago I finally found the solution: SQLite + mksqlite . Both packages are simply excellent: a serverless database contained in a single file plus a very fast matlab interface. The best thing with this combination is that one does not need a db server or any drivers to take full advantage of an SQL database.
Thanks to the open source community, I can now really start focusing on strategy development instead of data management.