Kevin
This very much depends.

Are your connections local ? If so then you could probably create them on demane.

Howerver, if you are on a WAN (where the connection time is slow) I would look into creating them up front.

In my WinForms applications I generally open a connection and keep it open.

In my webforms apps (done with web services) I open and close them on demand. In a distributed environment you can get away with this better because of connection pooling.

ROdman