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?

>>30
imperative programming could be awful for concurrency, so the idea is to do every in one single thread and think asynchronously, i.e., your program will follow an event driven paradigm (not sure if that makes sense in english, sorry)

>>1
http://gameprogrammingpatterns.com/