The database is largely irrelevant if the software is of any decent quality. That is to say, you should really only consider software using open standards or with published specifications.

Lightroom uses EXIF, IPTC and XMP - you don't lose anything in terms of keywords or metadata if you move away from Lightroom.

I would expect that Picasa and ACDSee also use the same standards, but I don't know for sure - should be easy to verify.

What you would "lose" in respect to Lightroom, is the ability to reproduce its visual edits until such time as another piece of software replicated the features/instructions stored in their metadata. However, you can always also generate TIFF (or other format) versions with the edits in place if you wanted to stop using Lightroom. Your raw files (be they actual RAW format, JPEG format or whatever) and their descriptive metadata are always preserved.

I would also strongly recommend you start shooting in raw exclusively. DOn't waste your time as I did for a while shooting JPG+RAW. You will only be left with a bunch of JPG images you'll never use. Once you start using one of these programs you won't feel you're missing the JPG images at all - you can easily export as many JPG images at any time for any purpose.