1. If you have more than seven items in a pull down list, you have failed.
Human beings have no trouble keeping seven ideas in their head (hence the seven digit phone number). So, if asked you, "what's your favorite kind of music among: polka, reggae, ska, jazz and country" you can probably juggle those ideas in your head all at once. But if I asked you to pick among 25 movies in a list, it's a lot harder, because you have to keep going back and forth to see if you've got it straight.
So, for example, don't give me a list of possible job descriptions and ask what I do. If it's got 60 items on it and there is no direct match (well, I'm sort of in management and sort a writer and sort of in car repair) then my brain freezes over.
Computers are smarter than people. Don't use long lists of multiple choice when a simple fill in the blank will suffice. This is why asking for my state in a pull down list is inane. Just let me type in the two letters. (Hint: that's why Google works. It's fill in the blank, not multiple choice).
2. For non-complete lists, alphabetical order makes no sense
Sure, if you want to list a group in which I'm sure to find what I'm looking for (all the authors on Amazon, say) then alpha is smart. But if you're showing me, for example, a menu of items for dinner, or the names of your kids, then surely there's a sensible way to index them that actually adds value. "Here are the appetizers," makes more sense than putting avocado salad next to almond pudding.
You could, for example, list your items by price, or by popularity. But putting the "Melissa" model slightly above the "Sherwood" is just wasteful.