best way to connect to sql server database

SqlConnection conn=null;

try
{
  String strConnection = String.Empty;
  strConnection = ConfigurationManager.ConnectionStrings["ConnectionStringName"].ToString();

   using (conn = new SqlConnection(strConnection))
   {
       //code here
   }
}
catch (Exception ex)
{
}
finally
{
  conn.Close();
  conn = null;
}