You are asking a lot of different questions here.
When developing with umbraco Umbraco it's not uncommon to embed external data into your website. If we already tell you that you can use (almost) any type of dataaccess you use in plain .Net projects.
Don't loose your umbraco context
It's important when pulling in external data (e.g.) products, that you don't loose your umbraco context. You still have a breadcrumb to render, css classes for active menu's to set and so on. Your "external data" belongs probably below a node. Therefor it's a bad idea to use Standard MVC controllers.
Dirty razor
Because your views are in razor, you COULD put every extraction of external data into @{ ... } in your view. If you are not an experienced programmer, this works. Although topics about maintainablility and DRY principles are questionable :-)
RenderMvcController versus SurfaceController
When you use a RenderMvcController you basically are are creating a Controller for a specific document type. Each time umbraco is rendering a node of this document type. This controller will be invoked and the model you render is send back to the View. As you might guess, this is one of my favorite places to extract data and push it to the view.
A surface controller on the other hand is a controller for a partial view, extremely well in handeling form postbacks.
Both of these controllers can be used for the front-end of your website, not for the backend.
Inherit your views
You can do with your views what you want. But if you inherit your view from UmbracoViewPage you still have all the @Umbraco.Whatever power available in your views
Your URLS stay the same
Because you "hijack" a route using the RenderMvcController, you can just trust the umbraco backend to go to the right URL. The querystring can be used to get external data you want.
Other controllers or methods
Sometimes, if I can't use the controller above, I create an extentionMethod on the IPublishedContent. Like that I can write code like this:
foreach (var myObj in Model.Content.GetMyExternalData()) {
// do stuff
}
Of if you need to expose data (using a webApi wrapper), try the UmbracoApiController. This REST pure sang.
Data Access in umbraco
You should know that Umbraco uses petapoco as ORM. Therefor you can (and should) consider to use it too. You can reuse the database connection without any problems.
var query = new Sql().Select("*").From("myCustomTable").Where<MyModel>(x => x.Id == id);
return DatabaseContext.Database.Fetch<MyModel>(query).FirstOrDefault();
