One thing that you should probably mention if you're mentioning both the framework methods and the VB.NET functions is that although they sometimes feel like they're the same, they can actually do subtly different things.
For example, the equals operator for strings treats a null string as the same as String.Empty (see The real cost of performance for an example of what happens when you forget!)
Also, the VB.NET functions often give a good default setting for doing the operation in question, but where you need more control, it will quite often be necessary to go back to the Framework methods - for example, if you need to make string conversions in a different culture.