Concatenate with & operator
Dim str as String 'no need to create a string instance
str = "Hello " & "World"
You can concate with the + operator as well but you can get yourself into trouble when trying to concatenate numbers.
Concatenate with String.Concat()
str = String.Concat("Hello ", "World")
Useful when concatenating array of strings
StringBuilder.Append()
When concatenating large amounts of strings use StringBuilder, it will result in much better performance.
Dim sb as new System.Text.StringBuilder()
str = sb.Append("Hello").Append(" ").Append("World").ToString()
Strings in .NET are immutable, resulting in a new String object being instantiated for every concatenation as well a garbage collection thereof.