MS SQL connect by app or session?

I have a web project and am just about to start playing with connecting to my MS SQL database to select / insert data etc. Should the connection be made at the app, session or object / event level for best performance / reliability?

This ultimately depends on what you’re doing. But generally you want to have a separate connection for each session. You may run into situations where you have additional connections for specific objects (i.e. controls, threads) for performance or concurrency reasons.

Thats what I thought would be the case, thanks.