Different execution timing

I'm using SQL 2k.

I wrote a query using the query analizer and tested it before turning it into a Stored Procedure. It worked fine an the execution time was acceptable (25 secs, since there was a lot of data to analize)

When I executed the recently created stored procedure, the execution time happened to be three or four times higher. (1 min, 38 secs)

It was the exact same code, i was logged in the same database server, the parameters were the same in btoh cases. So, my question is as follows:

Why is it that executing a script and executing a stored procedure with the exact same script differ so much in timing?

Can you post some sample code? Most probably you parameterized the values in the WHERE clause and you are getting a different plan or preventing optimizer from doing parameter sniffing. Anyway, to understand more about plan caching and impact of variables on query plans refer to the white paper below:

http://www.microsoft.com/technet/prodtechnol/sql/2005/recomp.mspx

Most of the information in the white paper is relevant to SQL Server 2000 also and the differences are explained based on context.