There are so many different ways to work with data that it can make your head spin. Regardless of the technology, one thing I always try to do when working with databases is minimize the number of calls that are made. I use ORM frameworks
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Read the complete post at http://weblogs.asp.net/dwahlin/archive/2009/09/30/passing-multiple-records-to-a-stored-procedure-in-sql-server.aspx