You need to find a host that has the type of database that your application uses available. For example, if you are using a SQL Server database you need to find a host that has SQL Server available.
Likewise, you need to make sure that the host is configured with the same .NET Framework that your application build targets or else you will have configuration problems.
Lastly, you will have to weigh price vs dependency/reliability because all prices are going to vary.
-Frinny