If you have some dollars to spend, I would look at Entercept (now owned by McAfee). Their host-based IPS is really top notch, and will prevent known and anomalous (unknown) attacks. Check out SQLSecurity.com for help locking down your database. The site's maintainer, Chip Andrews, is the person who coined the phrase "SQL injection" and has been an authority on securing databases for almost a decade.
IPsec between the Web and the database is a fantastic idea but realize this only protects against someone sniffing traffic between the two. If someone compromises the Web server, the IPsec tunneled between it and the database will still be intact. In fact, it will aid in cloaking the activities of the attacker from any network signature-based IDS that you may have in the DMZ (such as Snort).
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