Rick,
There are a number of different things you can do on this front. Let’s imagine you are using MS SQL Server for this example.
1. You could extract the shapes from the shape file and store the features as SQL Spatial features. We have a different layer that ready data from SQL when it is store in this method.
2. If you can’t support SQL Spatial you can also store the shp / shx / ids and idx files in the database as blobs and then read them down at runtime. Once you have the blobs down you can load them into a memory stream. Our ShapeFileFeatureLayer has the ability to load shapefiles from streams directly.
3. As for the DBF portion if you have no extra data then I think there may be a way we can override some of the methods to make the DBF a non requirement.
The big thing is to know you limitations, how many shape files, how large they are, why you want them in SQL etc. I am fairly sure that after knowing your requirements we can fashion some kind of acceptable solution.
David