Whenever possible, use C++ arrays. Array indexing has an order of magnitude of O(1). This means that it is very fast. However, if the size of the array is not known at compile time, use vectors cautiously. Dynamic allocation in C++ is very costly.
You can reduce the amount of allocations by using the reserve method or specifying an initial capacity in the constructor:
I consider it good programming practice to always specify an initial_capacity. If the capacity is not known, just specify what the maximum capacity might be. If an initial capacity wasn’t specified, then the capacity increases from 512 to 1024 and doubles everytime when more space is needed. This would be a serious mistake, so try to avoid it.