I always think a lot of this is down to Microsoft and their attempts to make it easy to do development, it just makes it harder to deploy sites to a proper server.
What I would recommend is get a copy of SQL Server Management Studio Express from Microsoft, create the databases in there and then just use a normal connection string from your local web site, treating your machine as an SQL server, not using the attach db option.
That way what you have locally mirrors what you will have on a hosting environment.
This might be more difficult for beginners but it's better in the long run.
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