I frequently run ad hoc analysis on large files from a number of sources. Large .mdb files don't seem to do too well from a performance standpoint. MSDE is also a little slow, as I often need to import a couple 100MBs of text files into the database for querying. Often the only way I can get information from some sources is large text extracts that I store on the local hard drive.
Would it increase performance if I purchased a large flash card and used that to read/write to? ...or would it make more sense to invest in a faster hard drive? (Corporate policy doesn't let marketing analysts write to SQL servers).
What kind of performance are you looking for? Does it take two minutes? Twenty minutes? Or longer to run your queries?
There are alot of things that could be effecting your performance. How old is your computer? Is all of the data stored on your local system? Anything on a server? How much memory do you have? How much free hard drive space do you have? If you are linking to text files then you are not able to use indexing. When you import data have you set up appropriate keys?
I use Access to report on large amounts of data and don't have too many problems. There are times when the file gets to be close to 1GB when performance gets flaky. But for the most part if the file size is 700MB or less it seems to perform well enough.