Anything but 5.0.51 will do fine; MODx Evo isn't at all demanding. That version of MySQL has some bugs that as far as I've ever seen don't affect MODx Evo itself, but a number of commonly used add-ons (such as Wayfinder and Ditto) are affected.
Upgrading past a certain version of MySQL can have minor problems with the setting of the engine type as specified in some of the installer's .sql files. They use
where the newer versions of MySQL need
but that's easy enough to correct in the installation script before installing.
http://dev.mysql.com/doc/refman/5.5/en/storage-engine-setting.html
Also newer versions of MySQL may be set to a strict mode that get rude about fields declared NOT NULL that are given empty or null values. That can either be corrected in the scripts loading values into these fields or by a configuration setting in MySQL's configuration files.
http://dev.mysql.com/doc/refman/5.6/en/server-sql-mode.html
When I have control of the MySQL config files I like to set it to use utf-8 by default so I don't have to worry about the charset and collations of new databases.
http://dev.mysql.com/doc/refman/5.0/en/charset-applications.html
I'd just do a quick Google search for any obvious known issues with the latest version of MySQL and go with that if it looks to be OK.
http://dev.mysql.com/downloads/mysql/
[ed. note: sottwell last edited this post 14 years, 9 months ago.]