The DataAdapter uses a DataReader under the hood so your experience would likely be the same.
The benefit of the DataAdapter is you cut out a lot of code that would need maintenance.
This debate is a bit of a religious issue so definitely look around and decide what works best for your situation:
- http://blogs.msdn.com/memilavi/archive/2008/02/18/datareader-vs-dataset-the-real-question.aspx
- http://xcskiwinn.org/community/blogs/panmanphil/archive/2004/09/21/281.aspx
- http://weblogs.asp.net/joelevi/archive/2008/02/12/asp-net-datareader-vs-dataset.aspx
- http://weblogs.asp.net/dreilly/archive/2003/09/27/29411.aspx