Display Categories

wp_list_cats('sort_column=name');

Display Categories in Drop-Down Box

<form action="<?php bloginfo('url'); ?>/" method="get">
$select = wp_dropdown_categories('show_option_none=Select category&show_count=1&orderby=name&echo=0');
$select = preg_replace("#<select([^>]*)>#", "<select$1 onchange='return this.form.submit()'>", $select);
echo $select;
<noscript> <input type="submit" value="View" /></noscript>
</form>