Bad (terrible!) practice
Never, ever, do this! (and certainly don't hand in homework like the following):

LIBNAME Library '/bios524/classlib';
Data All;
 Set Library.Survey1;
Run;
PROC PRINT DATA=All;
  TITLE "I just want to see the values";
  ID SUBJ;

What does this job do? Create a data set and print it out.
Wouldn't this do as well?

LIBNAME Library '/bios524/classlib';
PROC PRINT DATA=Library.Survey1;
  TITLE "I just want to see the values";
  ID SUBJ;

Rule: You do not have to create a data set to use the data set.
Explicit thing to watch out for:

Data temp;
 Set Library.permanent;

i.e., a data step that does nothing but copy a permanent data set.

PROC whatever DATA=temp;