The USE command cannot be used in a stored procedure. It can be used in dynamic SQL but it'll be only in effect during that batch excution. You can combine multiple command in a batch.

SET @db_name = 'pubs'
SET @execstr = 'USE '+ @db_name + ' DBCC SHOWCONTIG (authors)'
EXEC(@execstr)

>
>Normally, in QA, we can switch to another database using the USE command
>like 'use DBX'.
>
>However, we can use it in our normal SP. Therefore, I not sure
>whether using dynamic SQL to 'switch' database in SP will still work
>as in QA like
>
> SET @execstr = 'USE '+@@db_name
> EXEC(@execstr)
>
>
>Cos I am using some DBCC CONTIG command to check for index
>and need to switch to that database to use it.