You can use VB.NET or C# to write procedural code and create user-defined types and aggregates in SQL Server.

Well, optimization of SQL in general and VB/SQL (ADO.NET) apps in particular is a huge topic. There is quite a bit on MSDN if you search for it, including some information aimed directly at VB/C# ...

Code Focused Create Parameterized Queries in ADO.NET Squash the dangers lurking in your SQL queries by setting parameters by way of parameterized queries. By Tim Patrick 07/27/2017 ...