Basically you can use any language for any platform that can read and write to that platform's serial port. Note that I have not said anything here that is specific to any device; in theory you could hook up an Arduino to a Cray and develop your app with Fortran if you wanted to.
With that said, given your three examples - I would say depending on what you are trying to do Processing or VB would be the simpler, and Visual C coming in 3rd. There is an absolute ton of development platforms and languages available for every system out there. I'd dare say that if you don't have any programming experience beyond what you've learned on the Arduino, you are likely to find all to be a learning exercise.
If all you have learned so far in software-development has been the Arduino, then Processing will likely be a quick and somewhat familiar route, rather than attempting to learn the syntax and structure for something like VB or Visual C.
What is your background? What kind of application are you trying to create?
For all I know, you'd do better using Python! We'll need a little more detail here...