sqldataadapter vs sqldatareader

SqlDataReader:

Holds the connection open until you are finished (don't forget to close it!).
Can typically only be iterated over once
Is not as useful for updating back to the database

On the other hand, it:

Only has one record in memory at a time rather than an entire result set (this can be huge)
Is about as fast as it you can get for that one iteration
Allows you start processing results sooner

SqlDataAdapter/DataSet

Lets you close the connection as soon it's done loading data, and may even close it for you automatically
All of the results are available in memory
You can iterate over it as many times as you need, or even look up a specific record by index
Has some built-in faculties for updating back to the database

At the cost of:

Much higher memory use
You wait until all the data is loaded before using any of it

So really it depends on what you're doing, but I tend to prefer a DataReader until I need something that's only supported by a dataset. SqlDataReader is perfect for the common data access case of binding to a read-only grid.

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