I think JJ B is over-sipmplifying a bit, but I think what he's getting at is similar to my experience.

First you get the request, from which report layouts and display mock-ups get build (non- or semi- functional prototypes). From this the full requirements for data gets constructed, after which the database isn't quite "a snap", but is a fairly logical operation. Finally, or more often in parallel with the database build, the final application actually gets written.

So, in a way, neither the application nor the database come first. The application starts first, but the database finishes first!