Spike in our data access support team has a really good blog talking about data access related issues in .net.
Recently he wrote a really good post about what you should gather to troubleshoot a connectivity issue effectively such as
Connection strings SQL Server logs The exact error message (with stack trace and other details) Netmon traces Memory dumps File version info along with what you should look for in each?
I would recommend both that post and the blog as a whole to anyone dealing with data access related issues.
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