Building a database server with good performance is hard work. There are many individual components that are available in multiple quality levels and corresponding costs. Also there are plenty of small details you must get right or you'll risk data corruption. Luckily, you don't have to start from scratch. Stick to common, well understood components with known good performance, while keeping an eye on reliability too, and you can build a well balanced database server for a reasonable budget. Always make sure to run your own benchmarks on the result though. It's very easy to sabotage even good equipment with the wrong configuration when running a database.