What is the smart way of managing data in Matlab?

The question is a bit vague, but I'll try to explain.

I have a rather ugly data source (bad quality scans of handwritten notes). I wrote a Matlab application to extract reasonable data from this notes. (A bit of image processing and machine learning)

Now I want to choose a smart way of storing, merging and analyzing datasets created by my program.

The data seems to fit in the relational model quite well. Currently I save it into a bunch of CSV files, but working with them is tiring. (No ready functions for searching, merging, etc. And I have to care about uniqueness of indices, data consistency, etc... )

So what is the natural way of storing datasets in Matlab? Anything like LINQ? Or should I set up a MySQL server and use a database toolbox? Maybe, I should use CDF/netCDF/H5?