The alternatives to transaction-per-request are autocommit, or explicit transactions required at all times. Autocommit is a terrible choice because now you've lost all atomicity and isolation for dependent operations (locking is also not much of an issue. If you're doing VB, then you're on SQL server, which has some of the worst locking behavior - turn on snapshot isolation to make it bearable). Explicit transactions required at all times is a terrible choice because now your app is littered with what is 90% of the time unnecessary boilerplate.
Also part of the transaction-per-request pattern is that the transaction is started when the first statement is invoked. So there's no overhead for zero-statement requests either.