This has been covered before in principle, but yes there are differences: basically the VB helpers will do additional work for you to get the parse through where the generics will throw an exception, and in general but not universally the VB helpers are faster (though I don't know if it's significantly so) because they're just IL sugar really. Season to taste.
Edit: This guy covers it better than I can.
Edit Redux: Joel Coehoorn also recommends the precursor to the above article, and apparently has some benchmarking up his sleeve somewhere.
Joel wrote:
The summary is the CInt() is an
operator, while Convert.ToInt32() is a
function. CInt lives somewhere in
between (int)x; and
Convert.ToInt32(x);.