We use ColdFusion and a ColdFusion based content management system by PaperThin called CommonSpot.
I encourage my developers to avoid direct access to tables and to use stored procedures for just about everything. We gained a huge performance boost by using this method.
If I understand the process, to run a direct query on a ColdFusion based site.
A stored procedure has already worked out how best to run your query and therefore SQL Server can return the records much faster.
Direct selects may also open up your site for SQL Injection attacks.