ENUM vs DOMAIN vs FKyed loookup table

When you need to choose between enum types, domain types or lookup 
tables with foreign keys, what do you usualy choose?

Only recently I started using domains, but that seems to be painful, as 
Joshua Drake explains here:

http://www.commandprompt.com/blogs/joshua_drake/2009/01/fk_check_enum_or_domain_that_is_the_question/

For instance, I have an application that tracks codes. I have table that 
looks like this:

CREATE TABLE codes (code_id integer,code_value integer,code_type enum_code_type
)

CREATE TYPE enum_code_type AS ENUM   ('Unapproved',    'ApprovedByEmail',    'ApprovedByAdmin');

Now, let's say I have around 5.000.000 codes in my table. If I want to 
add new code type, i'm in deep pain. I can't do ALTER TYPE to change 
enum definition, I need to do hocus-pocus to achieve what I want.

If I used domain, I can do ALTER DOMAIN DROP CONSTRAINT, ALTER DOMAIN 
ADD... Takes a bit of time, but it is more flexible than ENUMs.

Joshua made some benchmarking of the enum/domain types, and it turns out 
that domain type is slowest one. I'll be posting some of my benchmarks soon.

I abandoned the lookup tables because of the JOINining.

What are your practices, when do you use ENUMs and when Domains?
Mike