DataSet.WriteXML Vs. SQL Server 2000 XML performance issue???

Hi,
I have concern regarding two approaches to decide,

1>DataSet.WriteXML
2>SQL Server 2000 to return XML from stored procedure.

With Second approach, I have to open Cursor's and nested stored proc
calls and have to create temporary tables. while in first approach I
dont have to create all this.

So please suggest me, out of these two approaches which will be faster
and will affect performance??

Thanks,
Manoj

.

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