Funny - I'm exactly the opposite. Making something in memory can be as simple as creating a bunch of objects and stashing them in lists, vectors, hash-tables, etc. Retrieval is just traversing those lists, vectors or hash-tables. Whenever I use sql I find myself guessing at the correct almost-human syntax and getting it wrong. Keeping it all in lisp means I don't have to switch languages constantly while developing.

One of my spare-time projects, lispdoc.com, uses an in-memory approach (although to be fair it is only indexing a few hundred MB of static data, so it's no effort to keep it all in memory on a single box).