What is the best place to store Database connection string?

In Web.Config, you would add a key to the AppSettings Section:

<appSettings>
<add key="MyConnection" value="server=<ServerName>; uid=<Username>; pwd=<Password>; database=<DBName>" />
</appSettings>

Example:

<add key="ConnectionString" value= "Server=localhost;uid=sa;pwd=;database=northwind" />

Then, in your ASP.Net application - just refer to it like this:

Dim myConnection As SqlConnection = New SqlConnection(ConfigurationSettings.AppSettings(ConnectionString))

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