una forma seria:
Código PHP:
Ver original<form action='#' method="post" name='miformulario'>
<select name='miselect' onchange='submit()'>
<option value='0'>Seleccionar</option>
<option value='1' <?php if($_POST['miselect']==1){echo "selected";}?>>Opcion 1</option>
<option value='2' <?php if($_POST['miselect']==2){echo "selected";}?>>Opcion 2</option>
<option value='3' <?php if($_POST['miselect']==3){echo "selected";}?>>Opcion 3</option>
</select>
</form>