Just for the record, its where Wolfram wants it - otherwise OpenSQLConnection reports driver error. Here's the JavaClassPath[] with the driver fmjdbc.jar in position:
{"/Applications/Mathematica.app/Contents/SystemFiles/Java/", \
"/Applications/Mathematica.app/Contents/SystemFiles/Java/WolframSSH.\
jar", "/Applications/Mathematica.app/Contents/SystemFiles/Java/\
WolframSSHKeyGen.jar", \
"/Applications/Mathematica.app/Contents/SystemFiles/Java/fmjdbc.jar", \
"/Applications/Mathematica.app/Contents/SystemFiles/Autoload/\
PacletManager/Java/",.............................}
{"/Applications/Mathematica.app/Contents/SystemFiles/Java/", \
"/Applications/Mathematica.app/Contents/SystemFiles/Java/WolframSSH.\
jar", "/Applications/Mathematica.app/Contents/SystemFiles/Java/\
WolframSSHKeyGen.jar", \
"/Applications/Mathematica.app/Contents/SystemFiles/Java/fmjdbc.jar", \
"/Applications/Mathematica.app/Contents/SystemFiles/Autoload/\
PacletManager/Java/",