Erik,
It really depends on what you are doing. The InteractiveChange fires for every keystroke in the drop down combo, the when only fires if an item has beconme selected.
The When is not a legacy event, it does things and fires at times that no other event does. In fact it is
THE event to react to a selection being made in a list or combo.
In its other role, When is the event to decide whether or not focus will be allowed into a control, GotFocus is for reacting to the fact that focus is arriving in that control. Valid is for deciding whether focus will be allowed to leave a control and lostfocus is for reacting to the fact that focus is leaving.
When could be considered BeforeGotFocus and Valid BeforeLostFocus. In a list or combo, when is the BeforeGotFocus and it is the SelectedItemChanged event.
The problem with InteractiveChange is that it fires too often and unless the code in it is really veryf ast, using it can slow the interface down quite a bit.