C# - Best Approach To Write Huge Xml Data To File?

I'm currently exporting a database table with huge data (100000+ records) into an xml file using XmlTextWriter class and I'm writing directly to a file on the physical drive.

_XmlTextWriterObject = new XmlTextWriter(_xmlFilePath, null);

While my code runs ok, my question is that is it the best approach? Or should I write the whole xml in memory stream first and then write the xml document in physical file from memory stream? And what are the effects on memory/ performance in both cases?

EDIT

I will indeed be using XmlTextWriter but I meant to say whether to pass a physical file path string to the XmlTextWriter constructor (or, as John suggested, to the XmlTextWriter.Create() method) or use stream based api. My current code looks like the following:

[Code]....