If you use the DAL+ described in this tutorial:

Super-Fast Super-Easy Module (DAL+)

You will not have to create a SQL Provider file and you will be keeping it simple. I do understand the fear that the "DotNetNuke way" is more complicated and requires more code. the DAL is complex and does require additional code. However, the DAL+ requires less code than coding the data access methods manually.

The reason it is able to do this is because you only need one line like:

DotNetNuke.Data.DataProvider.Instance().ExecuteNonQuery("ThingsForSale_Delete", ThingsForSaleInfo.ID)

to call the stored procedure "ThingsForSale_Delete". Notice you don't have to read the web.config or set connection parameters. The DotNetNuke framework already does that for you.