.Net Database how do I properly close my database connections?

So I've read a lot about SqlDataReaders not being disposed of properly in .Net - and I've been fighting the "Timeout expired. The timeout period elapsed prior to obtaining a connection from the pool. This may have occurred because all pooled connections were in use and max pool size was reached" error for a couple days now. Obviously I could jack the max pool size up to 30,000 - but that doesn't address the actual problem.

As I step through the code, I execute the following SQL Query:

select * from sys.dm_os_performance_counters
where counter_name ='User Connections'

After the

cmd.Connection.Open(); 

line, the User Connections are incremented by 1. However, it NEVER goes back down unless I recycle the app pool on the web server (at which point all active database connections from the website are killed).

Here is my code:

public static DataTable SPExecuteDataTable(string[] ConnectionData, params object[] args)
{
    SqlConnection conn = null;
    SqlCommand cmd = null;
    SqlDataReader dr = null;
    try
    {
        conn = new SqlConnection(ConnectionData[1]);
        cmd = new SqlCommand(ConnectionData[0], new SqlConnection(ConnectionData[1]));
        cmd.CommandType = CommandType.StoredProcedure;

        for (int i = 0; i < args.Length; i++)
        {
            SqlParameter Param = new SqlParameter(ConnectionData[i + 2], DBNullIfNull(args[i]));
            cmd.Parameters.Add(Param);
        }

        cmd.Connection.Open();
        DataTable dt = new DataTable();

        using (dr = cmd.ExecuteReader())
        {
            if (dr != null)
                dt.Load(dr);
            else
                dt = null;
        }

        return dt;
    }
    catch (Exception e)
    {
        Exception x = new Exception(String.Format("DataAccess.SPExecuteDataTable() {0}", e.Message));
        throw x;
    }
    finally
    {
        conn.Close();
        cmd.Connection.Close();
        dr.Close();
        conn.Dispose();
        cmd.Dispose();
        dr.Dispose();
    }

So far, I've tried explicitly closing the connections (like in my finally block), but that doesn't work. I've also tried using statements like so:

using (SqlDataReader dr = blah blah blah)
{
    //code here
}

But that also doesn't work. What is wrong with my code, here?