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This what I got from my web host as a sugegstion to keep my scripts running fast and the server laod down.
Being a website using dynamic pages and database-driven, we suggest the use of persistent queries on your database, avoid exceeding the servers maximum mysql connections by spliting it up between separate databases.
Be careful - if you use a lot of mysql queries your persistent connection can make things worse - not better. Have some idea of what difference it truly makes before making it a permanent fixture.
I know of a number of hosts who ban persistent connections outright...