Anything that helps SQL use a previously compiled query plan will help. You can accomplish much the same thing by using sp_executesql and parameterizing the query. If you're just running procs, I'd let SQL handle the plan. I'd also consider upgrading to ADO, RDO getting kinda old!
Either way, the network traffic should be the same, you've still got to send the proc call with parameters (or the sql statement) to the box, get back x rows.
Andy
http://www.sqlservercentral.com/columnists/awarren/