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To expand on what Hirst-meister said, it's not like DataTables are better than DataReaders because the Readers were added as a test to get bad programmers fired. Or that when you use one the computer explodes. It's that each one is tailored to a particular situation.
And the answers to all your questions can be found by asking two more: what kind of web app are you writing, and what's your server like?
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