DataReader vs DataSet

Question

Hi

I had made a windows application with sql server. I have too many rows in my database and filling all the data on my gridview.

 

I want to know which class best suited to fetch the data, will SqlDataReader provide best performance over dataset.

 

If I use SqlDataReader, it will be fetched row by row whereas dataset fetch data all at once. Which one to use?

 

Please guide.