In addition, this varies greatly depending on the values you're matching against (how efficiently can it be compiled?) and what compiler is being used, even in just the Java space.
Some others have also hinted at using an array of function pointers and indexing by switch variable. This looks cleaner, but is not necessarily faster, since each call then involves chasing down a memory-pointer (this is also the general argument against virtual functions).
I'm not sure how valid this C-argument is in Java world, but I believe pointer chasing is a major performance problem (C# requires an explicit virtual declaration on functions for the same reason).
Doing this explicitly makes no sense -- I'm pretty sure the compiler will compile the switch this way if its heuristics determine that it the fastest way.