Today I've implemented a nasty hack in my code where every request to the database opens it's own connection due to the fact that I couldn't find any way to enable MARS (multiple active record sets) when communicating with a MySQL database.
In my C# program I do a lot of parallel work, which isn't a problem regarding databases such as MSSQL 2005 and 2008 (append ;MultipleActiveResultSets=true to your connection string) and SQLite (supports it "out of the box") and you are able to retrieve two datasets from the database at the same time.
Things that I do know: it's expensive to open a connection to the database and their for I would like to keep these to a minimum.
Any suggestions?