>I am writing a small site and most of its pages (.asp) perform data access to build their content dinamically, retrieving data from a specific data source. I am connecting to a VFP database so I don't need to specify a user ID and thus the connection string remains identical for everyone.
>
>Where do you think is a good place to store the connection string? I have been thinking about an application variable. Any suggestions?

You could store in an application variable in global.asa:

Sub Appplication_OnStart
  ' project data connection
  Application("MyConnectionString") = "DSN=MyDSN;UID=sa;PWD=MyPwd;Database=MyDB"
  '(or you can do the same for OleDB instead)
End Sub

Then in an ASP page:

Set oConn = Server.CreateObject("ADODB.Connection")
oConn.ConnectionString = Application("MyConnectionString")
oConn.Open

This way the connection string is not hardcoded in all you ASP pages but read from global.asa as needed.