In BlogEngine.NET, whether you use XML or database there would be not much difference since it uses a lot of caching implemented as singleton. Once data is cached, application code would deal with in-memory data than persistence storage. If your website
is popular, then the cache would stay longer since there are many user accessing your website causing your web application to stay alive.
But I personally prefer database than XML files because:
1. My username and password would not be stored in a plain text file where anyone who got access to the file can see it.
2. I'm a developer, so I can also put other extra integrity constraint on the tables, which I can't do to XML files.
3. If someday I need to search data based on certain criteria, database could give you advantage since they are optimized to do that.
4. I can integrate blog engine with other application that already store data in the database.