Notes

A consultant once told me that you can run WSUS on SQL Express instead of WID and that it performs better on SQL Express than on WID:
Install WSUS with a SQL Server database

I tried it and and I have to say: Don't do it. Yes, it seemed to perform better, but since SQL Express' databases are limited to 10 GB, WSUS will suddenly stop working, because the database files reached the limit. It is OK to use a licensed SQL Server because it is not affected by the limited file size.

WID is fine. It seems to be much more stable on more recent Windows versions.