Well... first off, racing_fire, no, PHP DOES NOT support that.
As far as security... I would tend to think that MySQL might be more secure... GENERALLY, PHP runs as the 'nobody' or 'apache' or 'www' user, which is a very unprivildged user, SO the .inc files you write to may need to be read / writable by EVERYONE so that the 'nobody' user can write to them. I'd be cautious of that, since then anyone with access to the server ( ie someone with another account by the same hosting company ) may be able to see that data.
MySQL, on the other hand, requires a username and password to get at your data.
Also, a clarification on SSL... SSL is ( someone please correct me if I'm speaking out of my arse here... ) an encryption method used when data is transfered between server and client, thus WHILE STORED ON THE SERVER, THE FILES ARE NOT PROTECTED BY SSL!
So, SSL is not giving you any more security with using include() than with using MySQL, because none of the data is encrypted until its sent to the client ( ie after all the include() or mysql_query() stuff is done and PHP is finished doing its thing )
But in ANY CASE, if you're worried about storing sensitive data, THEN ENCRYPT IT. NO MATTER HOW YOU STORE IT, FLATFILE, MYSQL, POSTGRESQL, MSSQL, TXT, XML, ETC. IF ITS SENSITIVE ENOUGH TO WORRY ABOUT, THEN FRICKING ENCRYPT IT!
Address I personally wouldn't say are that sensitive... CC#s or SS#s or something though...