Q: Design considerations with opening Data Connections to a DB.

[Sky]

I'm trying to figure out what the best way is to connect efficiently to a
database -- and yet keep the code light when designing a website:

It appears to me that (proxy code coming up...)

for (int i=0;i<1000;i++){
x = new Connection();
do query...
x.Close();
}

would be totally slower than:

x = new Connection();
for (int i=0;i<1000;i++){
do query...
}
x.Close();

If so...and working in a web site, should I put the x = new Connection() in
SessionStart(), and x.Close() in SessionEnd? How long will a connection stay
open?

Thanks for any advice!