Does anyone know if there is a major difference between making a connection to SQL Server in Java and sending a query or making the connection and executing a stored procedure?

I am new to Java and trying to optimize a database. Currently most of the SELECTS, INSERTS, DELETES and UPDATES are sent to SQL Server from Java Server Pages. My guess would be that having a stored procedure would be better since sending the query from JSP every time would require SQL Server to create a new plan each time.

Any help on this and/or where I can go for documention on this topic would be great.

Thanks!
George