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