Question on simulating Enum Data type

Ok this is noobish, but I am new to both databases and especially PostgreSQL.

I am planning out how I am going to setup my database schema, and I have quite a few fields in the different tables
whereI would like to set up an enum type similar to C and C++ style enum types. Essentially these fields will have like
5-15choices, and the tables themselves might have on the order of 10 million rows. Now I know I can pretty easily
simulatethis with domain constraints.  

However, I am a little concerned about performance in that case. If I use domain constraints and keep the choices as
stringsthen a string comparison will be done whenver I query on this field right? I know an index will speed this up
quitea bit but even so I may have to do 10s of thousands of string compares if there are only 5 choices right?  

Ideally wouldn't it be better to store an integer field in the tables, and then keep a seperate small map table? Then
theapplication could use the map table to look up the key and then do a query on the large table using only integer
compares? 

Am I just being silly or am I not understanding something here? Maybe there is another way to do this?

Thanks,
Morgan