Select2 gives you a customizable select box with support for searching,tagging,remote data sets,infinite scrolling,and many other highly used options. Demo page.
To use the plugin,you need to add the following files.
<!-- CSS --><link rel="stylesheet" href="libs/select2/css/select2.min.css" type="text/css"><!-- Javascript --><script src="libs/select2/js/select2.min.js"></script>
<select class="select2-example"><option>Select</option><option value="France">France</option><option value="Brazil">Brazil</option><option value="Yemen">Yemen</option><option value="United States">United States</option><option value="China">China</option><option value="Argentina">Argentina</option><option value="Bulgaria">Bulgaria</option></select>
$('.select2-example').select2({placeholder:'Select'});
<select class="select2-example" multiple><option>Select</option><option value="France">France</option><option value="Brazil">Brazil</option><option value="Yemen">Yemen</option><option value="United States">United States</option><option value="China">China</option><option value="Argentina">Argentina</option><option value="Bulgaria">Bulgaria</option></select>