No, we had middleware back then. It was ugly text over sockets, or worse, DCOM, but it worked. That was more ISAPI than classic ASP. If nothing else, we could create a queue table in a database and have a Windows Service pick it up.
Back in SQL 6.5 days (and all the MS SQL versions up to, i believe, 2005), "precompiling" queries in stored procedures was recommended for performance reasons. It was even asked on hiring interviews, at least to me.