Based upon personal experience, I try to avoid the Datatable.Select. I find it to be slow and has some odd bugs.
One (confirmed and documented by Microsoft) bug I ran into was that DataTable.Select doesn't always evaluate AND conditions correctly when there are parenthesis in the statement.
For example, (Col1 > 1) AND (Col < 10) can fail to return correct answers,
whereas Col1 > 1 AND Col < 10 will work correctly.
This bug doesn't show up on every computer. In my case the check I was using ran fine on my development platform and every client computer except one. After I discovered this bug I began shifting to using LINQ for selects and noticed a significant increase in the speed of the operations.
Side note: Without going into long explanations, my company doesn't use a database to store data. All of our operations with DataTables involve in memory tables loaded from flat-files. So I am not talking about LINQ 2 SQL, but LINQ to Dataset.