I have a macro I use for Microsoft Project that loops through each task in the project, and performs several checks to find any problems with the tasks. These checks include several IF and Select Case statements. When dealing with large projects with more tasks, the macro can get lengthy. Is there anything I can do to improve the speed up the macro? I have already turned off screen updating and manual calculation.
Turning off screen updating and setting calculation mode to Manual are the only application settings you can use to improve performance; the rest depends on your algorithm.
Your description of the problem is a bit vague: How large are your projects and how long does the macro take? If your projects are 1,000 tasks and you are making a dozen checks and your code takes more than five minutes, then yes, there is surely room for improvement. But if it's 20,000 tasks and 50 checks and the macro takes two minutes, stop trying to improve it--that's great performance.
Bottom line: it is impossible to tell if there is room for improvement without seeing your code.