Visual Basic to SQL Server tables

I have SQL Server 6.5 and Visual Basic 6 on my server and desktop machine respectedly.  However I am very new to VB and SQL and was wondering which is the best way to connect to my SQL tables.
I have read items covering DAO, ADO, ADODC, ODBCDirect, RDO, RDC etc but which one should I use?
Should I access my SQL Server tables via MS Access and linked tables?
Is directly accessing an SQL server table quicker than a local database?
Should I use VB's many data bound controls or use only code?

All I would like to know is a simple efficient way of connecting to the server that won't give me mega headaches.
Can anyone help. By the way my new job requires me to use VB with SQL Server.
Tim_KemptonAsked:
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twolConnect With a Mentor Commented:
Use ADO OLEDB connections. This is the most recent implementation and  everything will be built on them. you've probably heard of COM. The ADO OLE DB connection is based on COM, microsoft's foundation architecture.

Unless you have a reason to use Access, connect to the tables directly. You will get a performance boost using SQL, obviously to some extent depending on database size and type of query.

I have used the data controls, but find coding the connection much better.
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