So What Should You Use?
In my opinion, the choice of programming language depends on the scope of your project and the skills of your developers. If you want to take advantage of the core functionality of DirectX, such as DirectPlay, DirectInput, DirectShow, and DirectAudio, I recommend using VB. On the other hand, if you want to do complex 3D graphics work, use C++. There is much more sample code out there for C++ 3D graphics than for VB.