Use Business Connectivity Services (BCS) when you want to:

1. Provide a no-code solution

2. Create several Web Parts that would all use the same ADO to connect to the SQL database.

3. Re-use code even if someone renames the SQL server, moves the database, or renames a table or column.

4. Maintain one connection to update and re-use that connection in SharePoint pages, Web Parts, Word, Excel, custom ASP.Net applications, and so forth. .

5. Provide centralized administration of the connection security.

Use ADO.Net when you want to:

1. Connect to an external data source from a custom solution.

2. Provide faster performance. ADO.Net generally provides better performance than BCS.

3. Want to provide a single control with no plans to use out-of-the-box SharePoint Web Parts.

References:

http://www.wikiguga.com/topic/74d7afcf174e0ff0b5e9d4a3f9f73522

Business Connectivity Services Versus ADO.Net

Really great reference for understanding the basics of ADO.Net in C#:

A Beginner’s Tutorial for Understanding ADO.Net