Question about event handling

Let's say I use SDL (1.2 or 2.0) in my program to handle events, should I use callbacks or the good old giant switch statement?

>>15
I made this thread not because I wannted kikes to say to me ``use callbacks'' but because I wannted to find a good way to handle events without being hell slow
The only way I can think of handling the events it to travel a list of function pointers and call all of them with a pointer to the current event