Hate to disagree here, but
<%
' PULL RECORDS FROM A TABLE AND DISPLAY IN A TABLE ROW
strTmp = ""
DO WHILE NOT RSData.EOF
strTmp = strTmp & "<TR><TD>" & RSData("Field1"

&
"</TD><TD>" & RSData("Field2"

& "</TD></TR>"
RSData.MoveNext
LOOP
response.write strTmp
%>
is not faster than:
<%
' PULL RECORDS FROM A TABLE AND DISPLAY IN A TABLE ROW
DO WHILE NOT RSData.EOF
Response.Write "<TR><TD>" & RSData("Field1"

& "</TD><TD>" & RSData("Field2"

& "</TD></TR>"
RSData.MoveNext
LOOP
%>
Not in vbScript anyway. String manipulation is vbScript's weakest point, and so every time you concatenate and such, it's rebuilding the variable, adding to it, etc... Very slow. Response.write() a bit at a time, while it might be heavier on the network, will make your page function faster.
In truth, I would prefer to do it the first way, and put it all into a function, assign the string to the function, and then you are just response.write(function) to get the output. It really makes for cleaner code, but like I said, it is slower.
paul