Jakob Nielsen - Does User Annoyance Matter?:

"Sites offer drop-downs for state abbreviations under the theory that doing so prevents input errors. But that's not true: menus are more error prone than typing because the mouse scroll wheel often makes users inadvertently change the state field's content after they've moved their gaze elsewhere on the screen. In contrast, everybody knows how to type their own state's two letters, and it's always faster to enter this information through the keyboard than the mouse."