I don't think a mock object will do. For a full test you really need some End to End testing. That is a general rule, going to the more specific case of databases, you can never garantee that the generated SQL will work with a particular database engine, there are many subtle differences in syntax and semantics of SQL implemented on different databases, there are bugs specific to each platform that you need to code around.
Said that I really believe we need standards as to how test scripts should interact with the environment. In my current module I create the tables and do the tests in one transaction and roll it back at the end of the script, for databases with transaction this seems to be a good solution.
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