dataReader or DataSet

Depends - they do different things.

A DataReader is a forward only, snapshot of a subset of a database table. It is returned as soon as a record is available (though you may have to wait for the next one)
A DataSet uses a DataReader internally to fill itself, and is only returned when the set is completely filled.

If you are doing a login, then I would use a DataReader: you only want a single record, or to know it doesn't exist. You don't need the added (internal) complexity that a DataSet provides.

I use a DataSet (or a DataTable) when I want to display results easily, or serialize them but a DataReader when I am only interested in a single record or a small number of records.

According to me you should use Data reader.
It is easy to handle and fast access

Sample Code :

//retrive Row from Uuer table If username match.
SqlDataReader dr = login.Get_DataReader("select *from users where uname = '" + txtunm.Text + "'");
        try
        {
            //Try read first row if username does not match then generate exception
            dr.Read();
            //Check user Block/Unblock Status
            if (dr["block"].ToString() == "n")
            {
                //Matching password which enter in TextBox
                if (txtpass.Text == dr["pwd"].ToString())
                {
                    Session["unm"] = dr["Name"];
                    Session["UId"] = dr["UId"];
                    Response.Redirect("home.aspx");
                }
                else
                {
                    lblerr.Text = "Invalid Username or password !!";
                }
            }
            else
            {
                lblerr.Text = "You are Blocked By iTPO team, Contact T&P Cell";
            }

All the Best