Where we use Cursor and While loop in Store Procedure ?

 I almost always use a cursor to loop through records when necessary. The cursor format is a little more intuitive for me and, since I just use the constructs to loop through the result set once, it makes sense to use the FAST_FORWARD cursor. Remember that the type of cursor you use will have a huge impact on the performance of your looping construct.

Use SQL Server Profiler to check logical reads and you can check which one is better in a particular situation. 

I always use cursor in this situations and work well.