title: connect to different sql servers
body: <p>I want to connect to many sql server data bases which some of them are located in the same server and the others are located in different servers. these servers may be locate in the same building or the other buildings around the city or country.
  what is the best way for connecting them and create some queries??
  My own idea is Linked servers.
  what is your idea about caching? is connecting them directly and creating query is a good idea?
  what about the speed if I connect them directly?</p>