Yes, this is another area for much debate. Using inline SQL is easier to deploy but you can leave yourself open to SQL Injection attacks or other attacks if you don't format the SQL correctly. If you know your user base and know they have no idea what a SQL Injection attack is then inline SQL can be easier. You'll lose some performance using inline SQL also but again, it depends on what you're doing. If the site you develop is low volume than it probably doesn't make a difference.
Good luck
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