... le modifiche non sarebbero tantissime:

codice:
<select name="select" onChange="window.location.href='pippo.php?citta='+this[this.selectedIndex].value;">
<option value="lecce">Lecce</option>
<option value="bari">Bari</option>
<option value="brindisi">Brindisi</option>
</select>
Ciao !