What good is your ESP if it doesn't play nice with your other systems? Unless you like piecing together disparate data as well as looking in several programs to get a full-scale view of your email marketing campaigns, your ESP must integrate with your existing back-end systems.
As an example, with our previous ESP, we had to put in a request to have our IT department pull customer lists for us based on pre-defined segments. The ESP didn't integrate well with our data warehouse, and there wasn't a simple way for us to run our own segment queries and automatically generate the lists we wanted immediately before the email drop. Many of our customers received emails from us that were no longer relevant since the queries were usually a few days old by the time we were able to do the drop. As a result, the email campaigns weren't as effective as they could have been. In addition, we were constantly running the risk of our newly acquired customers thinking we weren't paying attention.
If the integration with your back-end systems requires heavy consulting fees to do something that seems relatively simple (e.g., data feeds, database linking for list queries), then it's likely not worth spending the time and energy to make it happen. Instead, find another ESP that is able to integrate easily. Your back-end systems are going to vary from others, so you'll need to interview several ESPs to find the right fit. Unfortunately, it's not as simple as a one-size-fits-all ESP when it comes to database integration, but when you find a match, you'll wonder how you managed without it.