Firstly, how much data are you thinking of pulling out of Access? It might be that the simplest option is to use the 'External Data' (MS Query) tool to pull the data onto a sheet and manipulate it from there. Using MS Query will also generate the required SQL code, which you can then either use 'as is' in VBA, or as a template for creating queries on the fly. I'm assuming you are going to be using ADO as the actual access method within VBA.
As far as performance is concerned, the rule of thumb is to pull as much data as you can in one go. This minimises network traffic, and uses the bandwidth more efficiently. Even if you're not on a network, the reduced number of disk reads improves performance.
HTH
Chris
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