OLEDB
COM based MS specific interface that excel relies on. Very fast when used directly (not realistic as low level c++ shit will have to get rolled out)
ADO.Net has a provider for it.
OLEDB OLAP
Older than XMLA. Not an adopted standard.
XMLA
Adopted standard by all the big BI vendors apart from Oracle.
ADO.Net
The SQL server provider for ado.net is faster than the OLEDB provider (for sql server obviously)
ADOMD.Net
Communicates using XMLA. Can take MDX, DMX or limited SQL.
ODBC
Slowest, oldest shit as it provides a single interface with multiple drivers.
SQL Server Native Client
Fastest - obviously as its native.
Rows per second
* .Net SqlClient Data Provider: 30,000
* SQL Server Native Client 10: 240,000
Thats right! For a single partition, the native client was able to process 240,000 rows per second where as the .net client maxes out at 30,000. That means the SQL Native Client is 800%