Data set is a framework thing; it's just a place to store data in a disconnected mode. While data sets/data tables may be used to fetch data from the database, for updates/inserts, we use stored procs in conjunction with SqlCommand.ExecuteNonQuery(). Typically we use SqlDataAdapter.Fill() overload that accepts data table and construct business objects. So, there is really no use of data sets, at least in our projects.
My 2c.