Best method to access data for Winform

Question

I am grappling with the fact that someone told me to use the Data controls that are provided with the .Net framework. These controls seem to be easy to start with and use. I am wondering if it is really efficient to use these controls when you need several different datasets for only 1 form. For instance if I wanted to populate 3 different comboboxes with data from a database I would have to add 3 different data adapters and 3 different datasets. Then I would need a data adapter and dataset control for the data grid. I am concerned that there might be a lot of overhead with adding several data adapters and data set controls to one form. Also, the queries will be dynamic based on what the user selects. Should I avoid the controls in this situation?