Two simple rules I use are:
1. Is the query results going to be cached by CF (a list of all the mailing 
lists on a site)? If so, use standard.
2. Is the query results based on a large group of data with many people viewing 
the data (a day's messages for example) Is so, use SP.
Other than that, it all depends on the data, the DB, the available RAM on the 
SQL server and if I really need to have a SP for the data or not. I hate to say 
it's a case by case basis, but it is. 

There are also a few books you can read that deal with the subject really well:
SQL Tuning (O'Reilly)
http://www.amazon.com/exec/obidos/ASIN/0596005733/houseoffusion

SQL Performance Tuning (Addison-Wesley)
http://www.amazon.com/exec/obidos/ASIN/0201791692/houseoffusion
  
SQL Server Query Performance Tuning Distilled (Apress)
http://www.amazon.com/exec/obidos/ASIN/1590594215 /houseoffusion

Microsoft SQL Server 2000 Performance Tuning Technical Reference (Microsoft)
http://www.amazon.com/exec/obidos/ASIN/0735612706 /houseoffusion 

I've always been a fan of the O'Reilly books but the APress ones are looking 
better and better. Of course, Microsoft wrote SQL 2k, so their book might be 
worth looking at. :)


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