I am one of those .net developers as well. What holds me back using Adam's solution is mainly a maintenance thing. Having a few dozen tables and views...
With the 'no count' off the 'x records affected' message would be part of the result set and while the cursor location is set to client, you would have like...
I once had something like this. The problem was that the number of affected rows was returned with resultset coming from the database, when I added SET NOCOUNT ON to...