There should not be any problems on side of Sitefinity about using SQL Server that is not on the local machine. Problems in this situation could occur for example if there are limitations from your firewall or the port you are using. More information about configuring Sitefinity to use SQL 2000 you can find in this forum post: http://www.sitefinity.com/support/forums/support-forum-thread/b1043S-kkmkm.aspx
It is also possible to use Sitefinity3.0 with Oracle database too due to the fact that Sitefinity uses this db tool:http://www.nolics.com/
. Unfortunately, for nthe time being user management won't work with Oracle, so you will need to create another database (SQL or Access) for the membership services. We are planning to put the feature to have memberships within any database in the beta2 of Sitefinity.
Hope this clarifies partly the database issues. Don't hesitate to write us for more information.