While a good tutorial on using native SQL with ADO, I would not recommend this technique for web site development. Rather most, if not all, SQL calls should be to SQL Stored Procedures. This removes the issue of cursor type and location from the equation, placing the onus for SQL performance on the database server, where it belongs. Using Stored Procedures also "parameterizes" the data passed to SQL clauses preventing SQL Injection attacks.

Better performance, more modular coding and better site/application security. If you're not coding in ASP.NET 2.0 (which provides a better SQL Provider than any other version of ASP) then native SQL should rarely be used in an ASP site (IMHO).