Generally Speaking this can depend on what you want to do.
In some cases you my not be able to use stored procedures .. but generally speaking:
using stored procedures improves security a lot, as you cannot easily "hack" them by code injection
They should be a lot faster as they are entirely executed on the server and if done well, it should reduce the amount of data transferred between the client and the server.
So, as a general rule, if you can do the job with stored procedures, do it.
