Database interfaces (MSSQL,etc.)

[Matt]

Having used Perl on Windows NT, I am used to DBI interfaces for just
about every database I work with. Not that I am interested in learning
Python, I am interested in experimenting with it as a database admin
scripting language, but I see that there are not as many native
database interfaces. I have seen interfaces for Oracle, Sybase, and
ODBC, but not for MS SQL. Am I missing something?

If there is not a native interface for a particular database, what is
the preferred/most common interface: ODBC, mxODBC, ADO (on Win32)?

What is involved in writing a native database interface? Are there any
documentation sets that outline the process?