:: Not a lot with a shared server. Opinions vary, but mine is

What is a shared server?

:: that we should reduce the cost of connections and eliminate
:: connection pooling - for one thing, certain standard
:: features (e.g. temporary
:: tables) depend on clean definitions of SQL-sessions and
:: connection pooling really muddies the water.

I agree. :) Pooling also creates lax security and forces ALL security into
the application, thus removing it from the DB.