Scaling the database for write intensive application

I am developing a large scale financial application which is going to be
very intensive write-wise, and use a lot of transactions.

I can see how the the web and application servers can be scaled and load
balanced quite easily, but not the database.

The setups I have looked at so far seem to deal with coping with a lot
of reads, and minimal writes - this maybe because they are largely
content sites not web applications as such. So they use one Master write
database which is replicated to memcached read-only databases and loads
of static content caching.

I have looked at Multi Master Replicated setups but am worried about the
lag time between replication. The integrity of the data is critical.

Is it a case of looking at database specific features or is there a
generic solution. Has any one used XA style transactions on MySQL,
because one big brick wall is that we can’t split the tables on to
separate databases because transaction do not work over multiple
databases. If we could do this I think our problem would be solved.

I look forward to your thoughts.