Efficient iteration with index in Scala

Since Scala does not have old Java style for loops with index,

// does not work
val xs = Array("first", "second", "third")
for (i=0; i<xs.length; i++) {
  println("String #" + i + " is " + xs(i))
}

How can we iterate efficiently, and without using var's?

You could do this

val xs = Array("first", "second", "third")
val indexed = xs zipWithIndex
for (x <- indexed) println("String #" + x._2 + " is " + x._1)

but the list is traversed twice - not very efficient.