Most effiecient way to process result sets of stored procedures

Are the use of datastores efficient in processing stored procedure result sets? Or would looping through the result sets using fetch statements in powerscript?

Datastores would simplify the processing in many ways but if there is a huge overhead in doing so than I would have issues with speed in the application.

FYI, most result sets would be fairly small as in less than 5000 rows with the majority less than 500.

Opinions?

Thanks

TPS