Thanks for the 2012 question. I'm not sure why I would ever use CHOOSE. I would usually join to a reference table, or use a case statement, or create a temp table if it was a small set of values to type up for an ad-hoc query or one off report. This does seem more geared towards .NET developers. I think if I came across it in production I would have to turn the array into a reference table.
If you would sometimesd use a CASE expression for this, why object to CHOOSE? It's just a simplified syntax for CASE in a particular case. Presumably it does index into the list, so it will have better performance than case when it is applicable (because the optimiser surely isn't going to look and see if the set of values for a simple case statement provides an ungapped sequence).