Which one is better ?

Using one check out register in the grocery store and have 100 clients get
lined up for their turn ?

or 

Opening up a register where there is client gets in the lane !..

First is known to be "serialization" and it is evil. It is bound fail. 

Second is know to be "connection pooling".

Cut it short and always open and close your connections at page level.

And don't even think getting into storing your connections or recordsets
into Application level objects.

As Rob says, connection pooling is the thing to read on. And
"serialization" is the other.

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