Is the SWITCH and CASE statement supported in APEX in Salesforce?

2018 - Yeah!!!! - If Finally is - Great News - Switch Now supported Skip to the exact time in Video at YouTube of Session at golden moment

2014 - Not at this time sadly. I have been waiting since 2009 for this feature and it is a highly requested one by the link from the community below.

Add "Switch" or "Case" Statement to Apex

    monthMap = new Map<Integer,String>();
    monthMap.put(1,'JAN');
    monthMap.put(2,'FEB');
    monthMap.put(3,'MAR');
    monthMap.put(4,'APR');
    monthMap.put(5,'MAY');
    monthMap.put(6,'JUN');
    monthMap.put(7,'JUL');
    monthMap.put(8,'AUG');
    monthMap.put(9,'SEP');
    monthMap.put(10,'OCT');
    monthMap.put(11,'NOV');
    monthMap.put(12,'DEC');

Then do a get according to your integer month value.

No need to write a big if-else.