I've done some tests with a local instance of SSE, and I can tell you that to store data using a data reader and a SSCE database is two times faster than using VFP OLEDB provider. And 7-8 times faster than loading into a datasetBut what will you do using the datareader? You won't get a persistent dataset that you can index and/or use iteratively.
Don't forget to use "Exclusive=Yes" in your oledb as well, since that's what happens when you use SSE. ;-)
"... They ne'er cared for us
yet: suffer us to famish, and their store-houses
crammed with grain; make edicts for usury, to
support usurers; repeal daily any wholesome act
established against the rich, and provide more
piercing statutes daily, to chain up and restrain
the poor. If the wars eat us not up, they will; and
there's all the love they bear us."
-- Shakespeare: Coriolanus, Act 1, scene 1