How should I cast in VB.NET?

Those are all slightly different, and generally have an acceptable usage.

• var.ToString() is going to give you the string representation of an object, regardless of what type it is. Use this if var is not a string already.
• CStr(var) is the VB string cast operator. I’m not a VB guy, so I would suggest avoiding it, but it’s not really going to hurt anything. I think it is basically the same as CType.
• CType(var, String) will convert the given type into a string, using any provided conversion operators.
• DirectCast(var, String) is used to up-cast an object into a string. If you know that an object variable is, in fact, a string, use this. This is the same as (string)var in C#.
• TryCast (as mentioned by @NotMyself) is like DirectCast, but it will return Nothing if the variable can’t be converted into a string, rather than throwing an exception. This is the same as var as string in C#. The TryCast page on MSDN has a good comparison, too.