Are you talking about persisting or accessing data? I think both.

Persistance is possible in many ways and it depends on the data you want to
persist but persisting is rational if it doesn't change a lot. This is often
with some classifications etc...
Use:
- Cache to share the same data across all active sessions
- Session to persist data to one session only
- ViewState to persist data during postbacks of the same page to one sesssion
only

Getting data is another story. You can direct query your data using T-SQL
statements or use Stored Procedures (but use them for the purpose those are made
for), or you can also communicate using XML. You could make a web service to
handle manipulating data. You communicate with web services using XML.

But getting and converting data to XML is possible if you use directive FOR XML
in you SELECT query statements... YOur SQL server will return data in XML
structure.

What i meant was, what
is the most optimal way to insert/update data into a
SQL database. Stored procedures ? Any other , like
Dataset or XML ?

You may update data directly like getting it using UPDATE/INSERT SQL statements
and SqlConnection, SqlCommand classes. Or you can manipulate fetched data inside
your DataAdapter using its capabilities:
- SelectCommand
- UpdateCommand
- InsertCommand
- DeleteCommand

For update you could also use DataSet.GetChanges()... With a combination of this
one and DataAdapter's Update you can also update data...