I want to use CASE statement to update some records in sql server 2005

UPDATE dbo.TestStudents
SET LASTNAME =
( CASE
WHEN (LASTNAME = 'AAA') THEN 'BBB'
WHEN (LASTNAME = 'CCC') THEN 'DDD'
WHEN (LASTNAME = 'EEE') THEN 'FFF'
ELSE (LASTNAME)
END )
The statement work for the purpose but the else condition scan through every record in the table. Is there any way I can leave the unaffected rows as they are?

Add a `WHERE` clause

UPDATE dbo.TestStudents
SET LASTNAME = CASE
WHEN LASTNAME = 'AAA' THEN 'BBB'
WHEN LASTNAME = 'CCC' THEN 'DDD'
WHEN LASTNAME = 'EEE' THEN 'FFF'
ELSE LASTNAME
END
WHERE LASTNAME IN ('AAA', 'CCC', 'EEE')

If you don't want to repeat the list twice (as per @J W's answer), then put the updates in a table variable and use a `JOIN` in the `UPDATE`:

declare @ToDo table (FromName varchar(10), ToName varchar(10))
insert into @ToDo(FromName,ToName) values
('AAA','BBB'),
('CCC','DDD'),
('EEE','FFF')

update ts set LastName = ToName
from dbo.TestStudents ts
inner join
@ToDo t
on
ts.LastName = t.FromName

This is also an alternate use of case-when...

UPDATE [dbo].[JobTemplates]
SET [CycleId] =
CASE [Id]
WHEN 1376 THEN 44 --ACE1 FX1
WHEN 1385 THEN 44 --ACE1 FX2
WHEN 1574 THEN 43 --ACE1 ELEM1
WHEN 1576 THEN 43 --ACE1 ELEM2
WHEN 1581 THEN 41 --ACE1 FS1
WHEN 1585 THEN 42 --ACE1 HS1
WHEN 1588 THEN 43 --ACE1 RS1
WHEN 1589 THEN 44 --ACE1 RM1
WHEN 1590 THEN 43 --ACE1 ELEM3
WHEN 1591 THEN 43 --ACE1 ELEM4
WHEN 1595 THEN 44 --ACE1 SSTn
ELSE 0
END
WHERE
[Id] IN (1376,1385,1574,1576,1581,1585,1588,1589,1590,1591,1595)

I like the use of the temporary tables in cases where duplicate values are not permitted and your update may create them. For example:

SELECT
[Id]
,[QueueId]
,[BaseDimensionId]
,[ElastomerTypeId]
,CASE [CycleId]
WHEN 29 THEN 44
WHEN 30 THEN 43
WHEN 31 THEN 43
WHEN 101 THEN 41
WHEN 102 THEN 43
WHEN 116 THEN 42
WHEN 120 THEN 44
WHEN 127 THEN 44
WHEN 129 THEN 44
ELSE 0
END AS [CycleId]
INTO
##ACE1_PQPANominals_1
FROM
[dbo].[ProductionQueueProcessAutoclaveNominals]
WHERE
[QueueId] = 3
ORDER BY
[BaseDimensionId], [ElastomerTypeId], [Id];
---- (403 row(s) affected)

UPDATE [dbo].[ProductionQueueProcessAutoclaveNominals]
SET
[CycleId] = X.[CycleId]
FROM
[dbo].[ProductionQueueProcessAutoclaveNominals]
INNER JOIN
(
SELECT
MIN([Id]) AS [Id],[QueueId],[BaseDimensionId],[ElastomerTypeId],[CycleId]
FROM
##ACE1_PQPANominals_1
GROUP BY
[QueueId],[BaseDimensionId],[ElastomerTypeId],[CycleId]
) AS X
ON
[dbo].[ProductionQueueProcessAutoclaveNominals].[Id] = X.[Id];
----(375 row(s) affected)