Setting up the TCP connection between your Web application and SQL Server can be an expensive operation. Connection pooling allows connections to the database to be reused for subsequent data requests. Rather than setting up a new TCP connection on each request, a new connection is set up only when one is not available in the connection pool. When the connection is closed, it is returned to the pool where it remains connected to the database, as opposed to completely tearing down that TCP connection.
Always close your connections when you're finished with them. No matter what anyone says about garbage collection within the Microsoft .NET Framework, always call Close or Dispose explicitly on your connection when you are finished with it. Do not trust the common language runtime (CLR) to clean up and close your connection for you. The CLR will eventually destroy the class and force the connection closed, but you have no guarantee when the garbage collection on the object will actually happen.
To use connection pooling optimally, there are a couple of rules to live by. First, open the connection, do the work, and then close the connection. It's okay to open and close the connection multiple times on each request if you have to, rather than keeping the connection open and passing it around through different methods. Second, use the same connection string (and the same thread identity if you're using integrated authentication). If you don't use the same connection string, for example customizing the connection string based on the logged-in user, you won't get the same optimization value provided by connection pooling. And if you use integrated authentication while impersonating a large set of users, your pooling will also be much less effective.
The .NET CLR data performance counters can be very useful when attempting to track down any performance issues that are related to connection pooling.
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