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Is it a good practice to use SQL Server stored procedures for INSERT, UPDATE, and DELETE statements?

Yes, anytime you pass a data modification request from a front-end application to SQL Server, it is a best practice to encapsulate the code in a stored procedure. Here are some of the reasons why:

It is faster than using ADO methods to accomplish the same task.
Network traffic can often be reduced because less code generally has to transverse the network.
Often, stored procedures can be more efficient than Transact-SQL code sent to SQL Server not encapsulated in a stored procedure.
It is often easier to debug and troubleshoot code in a stored procedure than when it is found mingled with code from the front-end application.
It is also often much easier to write and maintain Transact-SQL code if it is in a stored procedure than when it is found mingled with code from the front-end application.