You can use VB.NET or C# to write procedural code and create user-defined types and aggregates in SQL Server.

Code Focused Create Parameterized Queries in ADO.NET Squash the dangers lurking in your SQL queries by setting parameters by way of parameterized queries. By Tim Patrick 07/27/2017 ...

Well, optimization of SQL in general and VB/SQL (ADO.NET) apps in particular is a huge topic. There is quite a bit on MSDN if you search for it, including some information aimed directly at VB/C# ...