That will work because all controls have the Name property, but if you will ever want to search by a property that is not accessile to all controls you will have to do it a slightly different:
Dim ctrl As Control
For Each ctrl In Me.Controls
If TypeOf ctrl Is TextBox Then
DirectCast(ctrl, TextBox).SelectionStart = 1
End If
Next
This is just an example, if you didnt do this your would get an error about a cast being not valid if a control that was being checked didnt have this property. You have to check what type the control is, and then if you get what you want, cast the control variable used to iterate to the wanted type.
:)