The persistence of really bad ideas
Seth Godin has a great post called The persistence of really bad ideas, in which he rants about how web developers always seam to use select boxes for picking states and countries:
There are fifty states. This is a problem. If there were 5 states or 500 states, programmers would never have been tempted into forcing consumers to scroll through a pull down menu to enter their state when shopping online.
This means everyone from Texas or New York or heaven forfend, West Virginia, has to scroll all the way down in order to buy something.
This scrolling led to a similar breakthrough to enter your country. Afghanis get a big break (so do people from Andorra) but those in the biggest online consuming country on earth have to scroll all the way down to the 'U's.
No wonder so many people abandon shopping carts online.
As a New York resident I can relate - I have found that if you press the N key you will jump to Nebraska, and then you can hit the down arrow 5 times to get to New York.
Reemer puts things into perspective:
Dropdowns are the Excel of interface elements: when you see them, you know you have serious tabbing or mouse clicking to do.
The O'Reilly Radar sees situations like these as great candidates for AJAX, or Rich Internet Applications.
We who are steeped in the capabilities and inabilities of the Web have come to accept that the user experience has left much to be desired and manage to avoid the parts where things have gone all soft. The end-user, on the other hand, routinely runs into those rough patches and is genuinely surprised and rather confused.
For countries I prefer using a text box with a max length of 2, I prompt the user to enter their two character country code. For US states, you can also use the two character state codes.