From what I see it as you have a number of tables in a database, you join them together, you insert the record set into another table in the same database or a different database on the same server.
My answer: Is different database, and different table, the 'dataset' from source select definitely need go through value mapping.
For this stored procedures are good, you know exactly what your getting as it's stored code.
But I guess that's not ultimately what your asking here?
My answer: Yes, currently using the way, select from DB1.Table A, join DB2.Table B, and insert into another database different table after the field/value being massage.