Here\'s my test code, which seems to suggest that it\'s better to connect multiple times instead of connecting just once.
Am I doing something wrong?
In general, .NET's connection pooling should make it 'not matter' as it does a great job of recycling connections for you. But my practice is to use a single connection for a bunch of transactions I know will be taking place together. I think your timings are an indication of the connection pool doing its job and just plain variations in runs.