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What's better: DataSet or DataReader?

I have gone through the basics (advantage and disadvantages) of the data set and data reader. But for my application which should i use. If it requires lots of data to be retrieved. I can do this by both way. So the question is that which is appropriate?

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Rajaram Shelar
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If you execute just select on your queries, you can use ExecuteDataReader

in order to increase your performance.

Link MSDN about performance report : http://msdn.microsoft.com/en-us/library/ms978388.aspx

Aghilas Yakoub
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