Umbraco has a helper which you can use:

protected static ISqlHelper SqlHelper
{
      get { return umbraco.BusinessLogic.Application.SqlHelper; }
}

You can than do things like this in Razor (copied from one of my packages):

//This sql get's all the newest versions of the documents which store the DAMP xml and contain the id of the current media item.
                string sql = string.Format(@"
                select cpd.contentNodeId as nodeId, cpd.dataNText as xmlValue, cpt.Alias as propertyAlias from cmsDocument cd
                    inner join cmsPropertyData cpd ON cd.nodeId = cpd.contentNodeId
                    inner join cmsPropertyType cpt ON cpd.propertytypeid = cpt.id
                where cd.newest = 1
                and cd.versionId = cpd.versionId
                and cpd.dataNtext like '<DAMP fullMedia="""">%'
                and cpd.dataNtext like '%{0}%'", media.Id);

                List<DAMP_UpdateDocument> updateDocuments = new List<DAMP_UpdateDocument>();

                using (IRecordsReader dr = SqlHelper.ExecuteReader(sql))
                {
                    while (dr.Read())
                    {
                        try
                        {
                            //Get the documents which need to be updated.
                            updateDocuments.AddRange(DAMP_Helper.GetUpdateDocuments(dr.GetString("xmlValue"), dr.GetInt("nodeId"), dr.GetString("propertyAlias"), media.Id));
                        }
                        catch (Exception ex)
                        {
                            //If the xml can't be converted log it and go to the next row.
                            DAMP_Helper.LogException(ex);
                        }
                    }
                }

Jeroen