What is the difference between ExecuteScalar, ExecuteReader and ExecuteNonQuery?

ExecuteScalar() only returns the value from the first column of the first row of your query.
ExecuteReader() returns an object that can iterate over the entire result set.
ExecuteNonQuery() does not return data at all: only the number of rows affected by an insert, update, or delete.

http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlcommand.executenonquery%28v=vs.110%29.aspx[^]
http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlcommand.executereader%28v=vs.110%29.aspx[^]
http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlcommand.executescalar%28v=vs.110%29.aspx[^]