What is Lazy Loading?
[Edit after reading a few answers] Why do people use this term so often?
Say you just use a ASP/ADO recordset and load it with data or ADO.NET Datasource for a gridview.
I guess I should have asked why people use the term Lazy Loading, what "other" types are their?
It's called lazy loading because, like a lazy person, you are putting off doing something you don't want to. The opposite is Eager Loading, where you load something right away, long before you need it.
If you are curious why people might use lazy loading, consider an application that takes a LOOOOONG time to start. This application is probably doing a lot of eager loading... loading things from disk, and doing calculations and whatnot long before it is ever needed.
Compare this to lazy loading, the application would start much faster, but then the first time you need to do something that requires some long running load, there may be a slight pause while it is loaded for the first time. Thus, with lazy loading, you are amortizing the load time throughout the course of running your application... and you may actually save from loading things that the user may never intend to use.