This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
The is not likely to be any difference in the code, but your code is probably going to use up more database resources, since a Connection will actually equal a connection to the database, rather than sharing connections in the way connection pooling does it.
I suppose if you didn't want to use connection pooling you could try to write your code to share connections. But why bother? There are plenty of connection pool implementations out there, why reinvent the wheel?