Connection String extras:

MultipleActiveResultSets=true;

This makes ADO.Net 2.0 and above read multiple, forward-only, read-only results sets on a single database connection, which can improve performance if you're doing a lot of reading. You can turn it on even if you're doing a mix of query types.

Application Name=MyProgramName

Now when you want to see a list of active connections by querying the sysprocesses table, your program's name will appear in the program_name column instead of ".Net SqlClient Data Provider"