I would create an array of state abbreviations and scroll through them, checking to see if the default state matches, and then add the necessary HTML.
Here is an example of fast (functional) code. Note that you can reduce the array to two letter abbreviations if you want:
<select> <?php $default = "NJ"; $states = array('AL'=>"Alabama", 'AK'=>"Alaska", 'AZ'=>"Arizona", 'AR'=>"Arkansas", 'CA'=>"California", 'CO'=>"Colorado", 'CT'=>"Connecticut", 'DE'=>"Delaware", 'DC'=>"District Of Columbia", 'FL'=>"Florida", 'GA'=>"Georgia", 'HI'=>"Hawaii", 'ID'=>"Idaho", 'IL'=>"Illinois", 'IN'=>"Indiana", 'IA'=>"Iowa", 'KS'=>"Kansas", 'KY'=>"Kentucky", 'LA'=>"Louisiana", 'ME'=>"Maine", 'MD'=>"Maryland", 'MA'=>"Massachusetts", 'MI'=>"Michigan", 'MN'=>"Minnesota", 'MS'=>"Mississippi", 'MO'=>"Missouri", 'MT'=>"Montana", 'NE'=>"Nebraska", 'NV'=>"Nevada", 'NH'=>"New Hampshire", 'NJ'=>"New Jersey", 'NM'=>"New Mexico", 'NY'=>"New York", 'NC'=>"North Carolina", 'ND'=>"North Dakota", 'OH'=>"Ohio", 'OK'=>"Oklahoma", 'OR'=>"Oregon", 'PA'=>"Pennsylvania", 'RI'=>"Rhode Island", 'SC'=>"South Carolina", 'SD'=>"South Dakota", 'TN'=>"Tennessee", 'TX'=>"Texas", 'UT'=>"Utah", 'VT'=>"Vermont", 'VA'=>"Virginia", 'WA'=>"Washington", 'WV'=>"West Virginia", 'WI'=>"Wisconsin", 'WY'=>"Wyoming"); foreach($states as $key=>$val) { echo ($key == $default) ? "<option selected=\"selected\" value=\"$key\">$val</option>":"<option value=\"$key\">$val</option>"; } ?> </select>