ADO

RDO is not really used any more.
DAO is not going to be improved any more.
ADO is the latest and greatest. However, depending on the app. it's between 1/3 to 1/2 slower than DAO.

You can use any of them to connect to a datasource.

Don

Data Access Objects [DAO] uses MS Jet engine and supports ISAM databases and limited to query processing, synchronous, less capability cursor etc.
Remote Data Objects [RDO] is uses ODBC datasources to manipulate high end databases [optimised for MSSQL server & Oracle]. It supports synchronous & asynchronous queries, high complex queries etc with no compromise in speed.
ActiveX Data Objects [ADO] basically has 3 objects called Command, Recordset and Connection. Basically is a activeX technology using COM and requires MS platform as earlier. But has the highest available features to access virtually any database on network without optimising in performance, speed etc. In VB you can use any of these technologies. Suggestion : Use ADO 2.7. Watch out there is no more development in ADO. Hereafter everything is going to be .NET. If you have tried all these technologies pls try .NET. It is absolutely fantastic.