On a slight tangent, a native (to Windows) form control that is completely missing from HTML is the combobox, where users can type in a select box to either quickly find an option or to add a new option. As you’ve no doubt seen, there are ajax implementations of this sort of thing around (especially search-ahead type controls) but it’s irritating there’s no native control for this – it can be really useful sometimes.

I steer clear of them completey. Most of the time I just use a check box list instead which obviously takes up more room.

Even standard select lists are a nightmare because you can't really do much with them using CSS. I recently tried building my own select list control in jQuery and used it here – http://www.compareforeigncurrency.com/ – it's a bit buggy and was done in a hurry but I might try working on a checkbox list contained within a dropdown for when multiple selects are needed. I don't think it would be hard.