There are two major conditions to consider when choosing which DBMS to work with. Firstly it is important to know what is available in terms of real world hosting. Secondly it is important to consider the speed of the data access layers between the languages and the database.
A cursory search of real world host reveals that for JSP and PHP most hosts only provide the MySQL DBMS. ASP.NET hosts tend to have some variant of SQL Server and some also have MySQL.
In terms of access technologies there are JDBC drivers for both MySQL and MSSQL. PHP has functions to talk with both. ASP.NET however is better adapted to work with SQL Server.
Since JSP and PHP both tend naturally towards MySQL I feel that it is a better comparison to work with this DBMS. Time permitting it may be possible to also test against SQL Server later in the process. For now I will assume that I am targeting the MySQL platform.