Execute Reader
Execute Reader will be used to return the set of rows, on execution of SQL Query or Stored procedure using command object.
Execute Scalar
Execute Scalar will be used to return the single value, on execution of SQL Query or Stored procedure using command object.
Execute Non Query
If the command or stored procedure performs INSERT, DELETE or UPDATE operations, then we use Execute Non Query method. Execute Non Query method returns an integer specifying the number of rows inserted, deleted or updated.