Vector database selection significantly impacts RAG system performance and cost. Pinecone: fully managed cloud service, simple API, strong enterprise support, but highest cost and no self-hosting. Weaviate: best for hybrid search combining vector and BM25 keyword search, supports graph-like object references, available self-hosted or cloud. Qdrant: highest performance for pure vector search, rich filtering, Rust-based efficiency, excellent self-hosted option. pgvector: add vector search to existing PostgreSQL with HNSW or IVFFlat indexes, SQL filtering, zero new infrastructure. Recommendations: startups use pgvector (free), production RAG <1M vectors use Qdrant, enterprise >10M vectors use Pinecone serverless, hybrid search needs use Weaviate.