bind data on datagridview from sql db using ado.net objects

DataSet is an in-memory representation of a collection of Database objects including related tables, constraints, and relationships among the tables. Dataset is used to hold tables with data. It is connection less oriented nature.

DataReader is designed to retrieve a read-only, forward-only stream of data from data sources. DataReader has a connection oriented nature.

Follow below links that may help you:

http://www.aspdotnet-suresh.com/2012/10/aspnet-difference-between-datareader.html

http://www.c-sharpcorner.com/blogs/difference-between-datareader-dataset-dataadapter-and-datatable-in-c-sharp1