you can use whichever you prefer.
Lookups work better on large data sets because less information is sent to the browser, and the user can use a locator & auto-complete to find the record they're looking for.
Drop-downs execute faster, but at the cost of sending the whole result set to the browser at the moment when the page is created.
Kevin: >> In Version 6.18 Bruce added Auto complete.
You should try it - it's seriously addictive.
cheers
Bruce