In my DAL I write queries like this:
using(SQLConnection conn = \"connection string here\") { SQLCommand cmd = new (\"sql query\", conn); // execute
No, the using statement will not take care of the command.
using
You should wrap the commands with using statements as well, since this will properly call Dispose on them:
Dispose
using(SQLConnection conn = 'connection string here') { using(SQLCommand cmd = new ('sql query', conn)) { //execute it blah blah } }