In my tests, Choose took more than 10 times as long as Select Case. Select Case took about twice as long as the array assignment.

Private Sub btnGo_Click()
    Dim start_time As Single
    Dim stop_time As Single
    Dim num_trials As Long
    Dim i As Long
    Dim a As Long

    num_trials = CLng(txtNumTrials.Text)

    lblChoose.Caption = ""
    lblSelectCase.Caption = ""
    DoEvents

    start_time = Timer
    For i = 1 To num_trials
        a = Choose(1 + i Mod 10, 1, 2, 3, 4, 5, 6, 7, 8, 9, _
            10)
    Next i
    stop_time = Timer
    lblChoose.Caption = Format$(stop_time - start_time, _
        "0.00") & " seconds"
    DoEvents

    start_time = Timer
    For i = 1 To num_trials
        Select Case 1 + i Mod 10
            Case 1
                a = 1
            Case 2
                a = 2
            Case 3
                a = 3
            Case 4
                a = 4
            Case 5
                a = 5
            Case 6
                a = 6
            Case 7
                a = 7
            Case 8
                a = 8
            Case 9
                a = 9
            Case 10
                a = 10
        End Select
    Next i
    stop_time = Timer
    lblSelectCase.Caption = Format$(stop_time - start_time, _
        "0.00") & " seconds"
End Sub