Database Efficiency

I'm in the process of optimising the code on my website and wanted to know the best way to do it. The majority of my pages make a connection to the database, create several different recordsets, and then display that data. My site gets alot of traffic and upwards of several hundred concurrent users. I'm trying to determine the most efficient way to do this.

1. Do I make the connection, create my recordsets, display the data, close the recordset, close the connection, clean up.

2. Make the connection, create the recordsets, disconnect the recordsets, close the connection, display the data, close the recordsets, clean up. This is what I am doing now, but am unclear if this is really neccesary as I'm not updating any data, only displaying it.