I got my MySQL database set up through cPanel and PhpMyAdmin without any difficulty. I maintain re-runnable setup scripts for all my tables and stored procedures which makes life easier.
I got FTP set up by downloading WinSCP for my FTP client and setting up a key in cpanel so I could use SFTP. Then I started uploading some files.
I set up a file deployment batch file which would create a releasable package for easy copying. Then I uploaded all my web site files and tried it out.
It didn't work. The problem was that the server was configured to use ASP.NET 1.1 instead of 2.0. (See more about what I did to identify and fix this problem here.)
I opened a support ticket with my web hosting company (Ubiquity) and exlained the situation to them and asked them to change it at the server level to use ASP.NET 2.0 by default. They did, but it took them a couple days to do it and get it working. I am guessing that most of the people that use their shared web hosting are not using Mono because it seemed like the support guys hadn't run into this issue before. If anyone else runs into it now they will probably be faster at fixing it, or better yet, they may change their default setup for new servers so that it works the right way automatically.
Once the ASP.NET 1.1 / 2.0 issue was resolved I uploaded my main project to my directory again and gave it another try. That was when I encountered the next problem: my stored procedures I created in MySQL were not working. I'll put up new blog entry at some point explaining what the issue was there and how I resolved it. Stay tuned.