>>No, you do need to use parameterized approach. However, you may be running in parameters sniffing problem. If that's the case, addition OPTION (RECOMPILE) to the end of the query may fix the problem.
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>So, SQL Server performs less with the parameterized approach. We just saw that in the new execution plan it would give. What do you recommand to keep the parameterized approach and keep the benefit of the optimized execution plan?

As I said, the problem we often ran into with parameters is called 'Parameter Sniffing' problem. There are several articles on this topic which you may want to read. Say, by Tibor K or by Erland S.