It probably depends on what one is looking for. Nasser's suggestion seems to be the fastest one:

   (Outer[Equal, {3}, RandomInteger[3, 10^6]] //Flatten); // AbsoluteTiming
    (*{0.167448, Null}*)

It only takes a third of the time that mine takes. This is the shortest one in terms of symbols used:

    (# == 3) & /@ RandomInteger[3, 10^6]; // AbsoluteTiming
    (*{0.467847, Null}*)

This one's quite clear to read...

Thread[RandomInteger[3, 10^6] == 3]; // AbsoluteTiming
(*{0.247238, Null}*)

M.

Thanks guys, but I've discovered a different, and IMHO better, answer:

Thread[{2,3,4}==3]

Jim

Another possible way

lis = {2, 3, 4};
Outer[Equal, {3},lis] // Flatten
(* {False, True, False} *)