What is the proper way to ensure a SQL connection is closed when an exception is thrown?

Question

I use a pattern that looks something like this often. I'm wondering if this is alright or if there is a best practice that I am not applying here.

Specifically I'm wondering; in the case that an exception is thrown is the code that I have in the finally block enough to ensure that the connection is closed appropriately?

public class SomeDataClass : IDisposable
{
    private SqlConnection _conn;

    //constructors and methods

    private DoSomethingWithTheSqlConnection()
    {
        //some code excluded for brevity

        try
        {
            using (SqlCommand cmd = new SqlCommand(SqlQuery.CountSomething, _SqlConnection))
            {
                _SqlConnection.Open();
                countOfSomething = Convert.ToInt32(cmd.ExecuteScalar());
            }
        }
        finally
        {
            //is this the best way?
            if (_SqlConnection.State == ConnectionState.Closed)
                _SqlConnection.Close();
        }

        //some code excluded for brevity
    }

    public Dispose()
    {
        _conn.Dispose();
    }
}

Answer 1

Wrap your database handling code inside a "using"

using (SqlConnection conn = new SqlConnection (...))
{
    // Whatever happens in here, the connection is 
    // disposed of (closed) at the end.
}