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stored proc vs sql query string

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i have heard somewhere that writing a stored procedure, is much better than firing a sql query(such as select * from table_name) onto the database.
is it true and if yes how?
 
also i want to know that is the performnance in java slower as compared to cpp, given that the same things is being done.
 
i m using postgresql 8.0.0
 
thanks,
regards
Surabhi Ahuja
 

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