These two declarations are no different. Because integers are simple native types they are implicitly instanciated. If you use more complex objects such as an ArrayList/DataSet, basically anything beyond simple types, then they are not instanciated:
Dim objDS1 As DataSet
Dim objDS2 As New DataSet
Now, objDS1 will be equal to null/Nothing while objDS2 will be a usable instance.
Also, these two behave the same, the first is just a shortcut method:
Dim objDS As New DataSet
Dim objDS As DataSet = New DataSet
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Peter