SQL Server is excellent, truly excellent. You have a bunch of excellent tools there with the profiler, query analyser and management studio in general.
SQLite is good fun for embedded stuff.
C# being slow with a DB sounds like someone was doing a load of processing in the application instead of in the database? eg. grabbing a load of data with a simple SQL query and then doing all the processing in C#?? I have come across that before with someone who knew very little SQL and it's embarrassing to see.
For the pure SQL, get the guy to add comments and put it in TFS (or whatever your version control system is). That might help.
If it is super cryptic to most programmers, get them to educate themselves! All code looks cryptic if you're not used to it.