Luciano, It depends on what is in your DAO. Personally, I find it easier to write them as POJOs because I store state for the duration of the query. If your DAO is just a facade to something else (like a JPA entity), stateless is fine.
Originally posted by Luciano A. Pozzo: The argument about this second way(just a POJO) is to improve performance.
Kind of. It sounds like a case of premature optimization to me. If you have a problem with performance on that segment, sure. But I would think the database code would take many times longer than creating/injecting an object.