Are there any file types that I need to be concerned with in allowing or disallowing in running avast on my SQL servers?
MS SQL or MySQL? 
you should not let the database files itself be scanned to prevent database performance problems.
if your storing files in the database, they should be scanned at the moment they are uploaded, you cant scan the databasefiles themselfs for threads.
The server should be hardened to allow only what you need (database access and remote management)
is it really needed to have AV installed on the database server itself?
Yes, File System Shield only!
whats the filesystem shield gonna do if the only access is database access
files uploaded to the server for remote managed are scanned at your local station, if that one doesnt pick up the virus, the shield on the server wont either
would be a nice article (whitepaper even?) to write about by Avast, which shields to active and on which servers.
I think the general thinking is that it will prevent other malicious code from taking over the server completely, if an admin accidentally runs something while performing maintenance or etc…
But I tend to agree with you, the cost / benefit for doing so is questionable since the application integrity, application data and application performance are the only things that really matter… I’ve heard a lot of “heated discussion” over this topic, everyone has an opinion, I’m not sure if you will ever see 100% consensus one way or the other.
I have already written that document after working with avast! Engineers, to get this right:
"File Servers
For servers, I will recommend to modify the components of the deployment package (create a light installation package for servers OS’s) which consists of the File System Shield only. This is usually the only real protection required for file servers and this is an industry standard best practice. This assumes that the File Server not being used as a workstation. NOTE: DO NOT use the Network Shield on servers. SharePoint servers should add the SharePoint shield in addition to the File System Shield. Add the email server protection (exchange plug-in) if you want to have avast! anti-virus protect the Exchange server Mail store. If servers are to be managed (see below), then each server type will require its own group, separate from the managed client group. If servers are NOT to be managed, then use the custom install feature to select the correct shield/shields for that server type. If the server will go online, then it is best to include the File System Shield, as well as the Web Shield, Behavioral Shield, and Script shield. Terminal Server protection is best tailored to the function of the clients. At one site, the users remotely access the SQL server, so here only File System Shield would be required. However, I have a site that uses thin clients. All email and browsing are preformed through the Terminal Server. Proper protection will now include File System Shield, Mail Shield, Web Shield, Behavioral Shield, and Script shield."
Sincerely,
J.R. “AutoSandbox Guy” Guthrie
“At this point in time, the Internet should be regarded as an Enemy Weapons System!”