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In this article Using the ENUM data type to increase performance Fernando looks into performances of Enum type for queries.
The result is that while using ENUM might seem a little less elegant from a design point of view (if your ENUM value are changing sometimes), the performance gain is obvious for large datasets.
Well, it's quite obvious that while using ENUM might seem a little less elegant from a design point of view (what happens if I use Types in more than just one table? What if I want to add a type? I have to alter the table!), the performance benefits, if I'm going to be handling large quantities of data (and my tests have been with small amounts, but I don't have a server, just a very humble notebook) might be worthwhile.
See his article for details. Do you agree?