Kevin, in .Net when connecting to SQl Server the SQL Managed Data Provider is the fastest choice for C# or Vb.Net. It is going to provide the fastest SQL Server connection with the least overhead by accessing SQL Server directly in the Tubular Data Stream (TDS) format native to SQL Server. ADO.Net, ODBC, and OLE DB all incur much steeper performance penalties when connecting to SQL Server as they all basically add an unnecessary layer of abstraction to TDS by forming a "wrapper" for the native format. Oracle and SQL Server both have Managed Data Providers other databases will need OLE DB or ODBC.

The Classes for the SQL Server Managed Data Provider can be found in the System.Data.SqlClient namespace.