Hi, David,
I did a test using VS2005, where I pulled down 100,000 rows into a Dataset, and then searched for a single row....using both a FIND and a SELECT.
The SELECT performed almost as fast as the FIND. The SELECT ran in just over a second, and the FIND ran in just under a second. I was a bit surprised how close they were. I don't know for a fact what ADO.NET is doing under the hood when you create a primary key. So perhaps a SELECT is fine even for a single primary row.
Kevin