This question has come up before, however I am too lazy to search for that
thread...
Possibly, the intention of the Whiz Labs' answer was that one should not be doing database access from within a Stateful Session Bean. In general, that is good advice but I would never make such a blanket statement.
In most cases SFSB is not a good choice for database heavy activities, however there are situations where it is. One thing that makes SFSBs powerful, and therefore a viable choice at times, is their ability to interact with transactions via the SessionSynchronization interface.
To get back to the question at hand, if I were to access a database from a SFSB then I would certainly use DAO to encapsulate that activity. I completely agree with Rufus's assessment of the purpose of DAO.