See ma.gnol.ia for an example of what can happen with a DBMS that doesn't provide this. That's a big reason why I use Postgres instead of MySQL. With Postgres, the database won't get corrupted by a partially complete operation.
On the other hand, MySQL gets better performance by skipping the whole ACID part... so if you are willing to work with this (i.e. you have a good disaster recovery strategy) then you can theoretically handle a higher load by using MySQL.