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?

>>70
The thing is that I am not using a event library that gives me the possibility of callbacks but I do it myself on top of SDL
I will implement something like this looks like http://www.gamedev.net/topic/646358-event-handlers-in-c/ that gives me O(1)