主题：SQL哪种比较有效率?

以下两种代码中,同样是查找指定条件数据,在面对很多数据的时候哪种比较有效率?

一,直接后台查询

Dim cmd As New SQLCommand
Dim nm As String  = "贺辉"
cmd.ConnectionName = "User"
cmd.CommandText ="Select Count(*) From {Users} Where Name = '" & nm & "'"
If cmd.ExecuteScalar > 0 Then
    Messagebox.Show("已经存在同名用户","提示",MessageBoxButtons.OK,MessageBoxIcon.Information)
End If

二

Dim cmd As New SQLCommand
    Dim dt As DataTable
    Dim dr As DataRow = e.DataRow
    cmd.ConnectionName = "行政区域"
    cmd.CommandText = "SELECT * From {行政区域} Where [省市] = '" & dr("省市") & "' And [县市] = '" & dr("县市") & "'"
    dt = cmd.ExecuteReader