Marie,

In my experience with SQL Server there is zero notable performance difference 
between well-formed SQL in a stored proc and the same well-formed SQL in a 
CFQUERY with CFQUERYPARAM: both gain from the built-in performance tuning of 
the data server.  Also, note that you can run nearly any code directly between 
the CFQUERY tags that you could put in a stored proc.  Yes, you can do 
multi-statement (just end each with ; like normal) and you can do cursors and 
you can declare database vars, all within a query in CFQUERY.

As to which is better, in my opinion that depends primarily on who's 
responsible for writing the database calls.  As a developer who also writes and 
optimizes the DB calls, I love having all my code in one searchable library = 
my CFML pages.  If I need to change a data structure, then all changes, both 
code and DB side, can be found in a single codebase search and changed all at 
once and checked into one version control system (my CFM repository).  On the 
other hand, if you have a separate person / group doing the DB work, it 
probably makes more sense to let them live in the stored proc world, especially 
if they're more comfortable there.

HTH 

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