1. OLEDB--It provide full function with it's own OLEDB driver and native driver. Because it's a COM-based service, you should use it only in VC++.
2. ADO--It's a automation server that wrap OLEDB function. If the speed isn't your most care about, it's the better way. Using the "#import", you can easily get the interface pointer and it's function. There're many document on it in MSJ.
3. ODBC--Not recommend.