Create a dropdown list with magento’s countries is easy :
<select name="billing_country" id="billing_country">
<?php
$_countries = Mage::getResourceModel('directory/country_collection')->loadData()->toOptionArray(false);
foreach($_countries as $_country)
{
echo '<option ';
if($this->getCustomer()->getBillingCountry() == $_country['value']){ echo 'selected '; }
echo 'value="'.$_country['value'].'">'.$_country['label'].'</option>';
}
?>
</select>
Here a simple but complete example to create a dropdown list for a product attribute
//retrieve informations
$attribute_model = Mage::getModel('eav/entity_attribute');
$attribute_code = $attribute_model->getIdByCode('catalog_product', 'audience');
$attribute = $attribute_model->load($attribute_code);
$attribute_options_model= Mage::getModel('eav/entity_attribute_source_table') ;
$attribute_table = $attribute_options_model->setAttribute($attribute);
$options = $attribute_options_model->getAllOptions(false);
//display them
echo '<select id="audience" class="select" name="audience">';
foreach($options as $option)
{
echo '<option value="'.$option['value'].'">'.$helper->__($option['label']).'</option>';
}
echo '</select>';