In short, it creates quite a load on the SQL server.

by R. Proffitt Moderator - 3/25/13 10:28 AM

In Reply to: (NT) What's wrong with that? by Kees_B Moderator

Here's a longer discussion why it's rarely good.

http://stackoverflow.com/questions/3635781/can-select-usage-ever-be-justified

It's fine for ad hoc things but in production code is usually the sign of a beginner SQL programmer or laziness.
Bob