I guess the answer is: it all depends. If you build professional sites as your job, you probably want to stay away from the SqlDataSource controls as they are hard to maintain over time.
However, the alternatives come with a price: learning n-layered design is not an easy undertaking and may take some time to master. For some articles on N-layered design, take a look here:
If you're building a small site for yourself, or say, for the local soccer club, the SqlDataSourcemight be just what you're looking for: easy to understand and use. If you accept its long term maintenance issues, it might be a good alternative.