On a site with a high number of users, should paging be handled in code, or with a stored procedure. If you have employed caching, please include your success factors.
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I would do it at database level. Talking about sql server 2005, i would use the new ROW_NUMBER() function, look at: Paging SQL Server 2005 Results
Where a typical sql would be:
Here https://web.archive.org/web/20210510021915/http://aspnet.4guysfromrolla.com/articles/031506-1.aspx you can see how it works and examine a little benchmark by Scott Mitchell.