looking for opinons regarding best practices (jdbc, resultsets, and servlet design)

Hello all,

Im looking for an opinion regarding best practices. Recently a friend
and I were talking about how we write our code for our web
applications. I tend to keep my jdbc code with my logic in any
servlet I am writing. My friend says that this is bad practice and
that data quries should be broken out into data access objects with
methods that pass back a result set. Is he right? Is this really bad
practice or is it really just a different type of design pattern?
Love to hear everyones thoughts...

Im always doing something like this....

        try {
        Connection Conn = DriverManager.getConnection("jdbc:mysql://
sql.useractive.com/USERNAME?user=USERNAME&password=PASSWORD");

        // Do something with the Connection
        Statement Stmt = Conn.createStatement();
        ResultSet RS = Stmt.executeQuery("SELECT * from SOMETABLE");

        while (RS.next()) {
            out.println(RS.getString(1));
        }
        // Clean up
        RS.close();
        Stmt.close();
        Conn.close();

        }
        catch (SQLException E) {
}