Jeff,
As for almost everything is there in fact no prefered way. However, in my
opinion is it the easiest and best to add a component class to add what you
need. (Assuming that it is a windowform).
Than you get all initializin code plus that (if you want it) can even use
some drag and drop methods.
The datasource (dataset/datatable) itself is however not related to the
form. You can see it if you click on that little icon show all files in
solution explorer (not in aspnet 2005).
In that component class you can create your own method and Fill the dataset
in the same way as you saw it on the form.
I hope this helps,
Cor