I prefer numbers so they are more like General Ledger accounts, but this may just be the way my brain works.
I don't think integers would be faster in reports as they are stored as alphanumeric data. The only case I can think of offhand where this would be slightly faster is if you exported all of the data to Excel and made a very complex workbook where the dimension value was a criteria for something like SUMIFS, in the form of =VALUE(), and sorted. (I don't think would ever happen, though... it is just an example of where numbers may be faster.)
