DataReader:
You can use the ADO.NET DataReader to retrieve a read-only, forward-only stream of data from a database. Results are returned as the query executes, and are stored in the network buffer on the client until you request them using the Read method of the DataReader. Using the DataReader can increase application performance both by retrieving data as soon as it is available, and (by default) storing only one row at a time in memory, reducing system overhead.
DataAdapter:
A DataAdapter is used to retrieve data from a data source and populate tables within a DataSet. The DataAdapter also resolves changes made to the DataSet back to the data source. The DataAdapter uses the Connection object of the .NET Framework data provider to connect to a data source, and it uses Command objects to retrieve data from and resolve changes to the data source.
More deatils you can find from here
http://msdn.microsoft.com/en-us/library/ms254931.aspx[
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