Actually you should avoid using both mysql_pconnect and mysql_connect, because they're both functions from the deprecated old mysql library of database functions. The preferred way to deal with MySQL databases in 2012 is to use either PDO (http://php.net/manual/en/book.pdo.php) or the "improved MySQL" library (http://php.net/manual/en/book.mysqli.php), both of which are better architected and give you access to things like prepared statements that the old mysql library does not.

There's really no good reason to be using the old mysql library at this point. Unfortunately, however, there's a vast amount of ancient PHP tutorials, code snippets, and other copypasta floating around out there that uses it, so people who don't know better still pick it up.