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ADO.NET provides consistent access to data sources such as SQL Server and XML, and to data sources exposed through OLE DB and ODBC. Data-sharing consumer applications can use ADO.NET to connect to these data sources and retrieve, handle, and update the data that they contain.
ADO.NET separates data access from data manipulation into discrete components that can be used separately or in tandem. ADO.NET includes .NET Framework data providers for connecting to a database, executing commands, and retrieving results. Those results are either processed directly, placed in an ADO.NET DataSet object in order to be exposed to the user in an ad hoc manner, combined with data from multiple sources, or passed between tiers. The DataSet object can also be used independently of a .NET Framework data provider to manage data local to the application or sourced from XML.
Object-relational mapping (ORM, O/RM, and O/R mapping tool) in computer science is a programming technique for converting data between incompatible type systems in object-oriented programming languages. This creates, in effect, a "virtual object database" that can be used from within the programming language. There are both free and commercial packages available that perform object-relational mapping, although some programmers opt to construct their own ORM tools.
Entity Framework and NHiberante are ORMs. It means that you do not operate by SQL connections, commands, parameters - ORM tool does it for you and it allows to map your database structure in OOP manner: you can add, read, update, delete records in your DB using objects in C#. You need only map your object to DB correctly. Entity Framework is built on ADO.NET and it uses ADO.NET inside. SQL statements are generated by ORM.
Generally, access to DB without ORM is faster, but you should provide more lines of code. If you want to operate your DB in OOP manner and write more readable code you should choose ORM. It depends on your purposes what to choose.