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When using web services (we’re specifically using asmx and WCF) with ASP.NET, what is the best way to establish a SQL connection? Right now, I’m establishing a new connection for each web service call, but I’m not convinced this will be too efficient when there will be thousands of users connecting. Any insight on this topic would be much appreciated.
What you are doing is fairly standard.
Assuming you are using the same connection string, the connections will be coming from the connection pool, which is the most efficient way to get connections already.
Only doing the work required and closing the connection on each call is good practice.
One thing you can do is cache results and return the cached results for calls that are not likely to result in changed data over the life of the cache item. This will reduce database calls.