ADO (ActiveX Data Objects) . ADO 是 VB6 推荐操作数据库的方式 .
提供了编程语言和统一数据访问方式OLE DB 的一个中间层. 包括了六个类: Connection,Command,Recordset,Errors,Parameters,Fields

ODBC (Open Database Connectivity) 没用过，比较老了，1992年制定的标准接口，是最底层的程序，API 就是一些C 语言代码，有机会到是可以翻出来学习学习。

OLE DB (Object linking Embeded DB) 一个封装了数据库服务器功能的面向对象的接口。OLE DB 对象本身是 COM 对象。

ADO.Net 名称起源于ADO ,之所以起这个名字，是因为Microsoft 希望表明在 .Net编程环境中优先使用的数据访问接口。
它是一组用于和数据源进行交互的面向对象类库。数据源是数据库，也可以是文本文件或者 XML 等。
它允许和不同类型的数据源以及数据库进行交互，然而并没有相关的一系列类来完成这样的工作，
因为不同的数据源采用不同的协议，一些老式的数据源使用ODBC 协议，许多新的数据源使用OleDb协议。
包括的对象：SqlConnection，SqlDataReader,DataSet,SqlDataAdapter.

SQLClient
/*

using System;
using System.Data;
using System.Data.SqlClient;

class Program
{
    static void Main()
    {
        string connectionString = GetConnectionString();
        string queryString =
            "SELECT CategoryID, CategoryName FROM dbo.Categories;";
        using (SqlConnection connection =
                   new SqlConnection(connectionString))
        {
            SqlCommand command = connection.CreateCommand();
            command.CommandText = queryString;

try
            {
                connection.Open();

SqlDataReader reader = command.ExecuteReader();

while (reader.Read())
                {
                    Console.WriteLine("\t{0}\t{1}",
                        reader[0], reader[1]);
                }
                reader.Close();
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }
        }
    }

static private string GetConnectionString()
    {
        // To avoid storing the connection string in your code,
        // you can retrieve it from a configuration file.
        return "Data Source=(local);Initial Catalog=Northwind;"
            + "Integrated Security=SSPI";
    }
}
*/
OleDb

using System;
using System.Data;
using System.Data.OleDb;

class Program
{
    static void Main()
    {
        string connectionString = GetConnectionString();
        string queryString =
            "SELECT CategoryID, CategoryName FROM Categories;";
        using (OleDbConnection connection =
                   new OleDbConnection(connectionString))
        {
            OleDbCommand command = connection.CreateCommand();
            command.CommandText = queryString;

try
            {
                connection.Open();

OleDbDataReader reader = command.ExecuteReader();

while (reader.Read())
                {
                    Console.WriteLine("\t{0}\t{1}",
                        reader[0], reader[1]);
                }
                reader.Close();
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }
        }
    }

static private string GetConnectionString()
    {
        // To avoid storing the connection string in your code,
        // you can retrieve it from a configuration file.
        // Assumes Northwind.mdb is located in the c:\Data folder.
        return "Provider=Microsoft.Jet.OLEDB.4.0;Data Source="
            + "c:\\Data\\Northwind.mdb;User Id=admin;Password=;";
    }
}

ODBC

/*
using System;
using System.Data;
using System.Data.Odbc;

class Program
{
    static void Main()
    {
        string connectionString = GetConnectionString();
        string queryString =
            "SELECT CategoryID, CategoryName FROM Categories;";
        using (OdbcConnection connection =
                   new OdbcConnection(connectionString))
        {
            OdbcCommand command = connection.CreateCommand();
            command.CommandText = queryString;

try
            {
                connection.Open();

OdbcDataReader reader = command.ExecuteReader();

while (reader.Read())
                {
                    Console.WriteLine("\t{0}\t{1}",
                        reader[0], reader[1]);
                }
                reader.Close();
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }
        }
    }

static private string GetConnectionString()
    {
        // To avoid storing the connection string in your code,
        // you can retrieve it from a configuration file.
        // Assumes Northwind.mdb is located in the c:\Data folder.
        return "Driver={Microsoft Access Driver (*.mdb)};"
            + "Dbq=c:\\Data\\Northwind.mdb;Uid=Admin;Pwd=;";
    }
}

*/

概念可以参考下面仁兄的贴： http://blog.163.com/tao198352__4232/blog/static/85020645201061224023508/