I need to upsize my application to SQL-server or Oracle, and I'm looking for advice.

What is the best way to write a program that has to run through each record (or maybe a filtered subset) within a file, and do some processing and possibly updating of the record? Should I be selecting all the records into a cursor first, and then SCAN that, and send back updates one record at a time? Or maybe a cursor of keys only?

With VFP data bases this is easy. What is the best (most efficient) approach in client-server?