SQL/C# - Best method for executing a query

I need to execute a sql query from within a c# class. I have thought of 2 options

1. Starting a process of sqlcmd.
2. Using a SqlCommand object.

My question is which would be the better way? It's important that the solution only holds a connection to the server for a short time.

I'm open to other ideas if the above aren't good.

Thanks in advance.