@leifdenby came to IRC as he couldn't get <select><options>...</select> working. It wasn't clear to me that we should use value={...} on the <select> itself rather than selected={...} on <option>s. We need to make the doc clearer here.
Here's a JSFiddle that gives 3 examples: Controlled, Controller with LinkState and Uncontrolled <select>
http://jsfiddle.net/5734W/