aramanı GET metodu ile yaptığını varsayıyorum.
<select name="sehir" id="sehir" style="width:130px;">
<option value="">Hepsi</option>
<?php
$sql="SELECT plaka,ad from sehir order by plaka asc";
$sorgu=mysql_query($sql);
while($array=mysql_fetch_array($sorgu))
{
?>
<option <?php if($_GET["plaka"]==$array['plaka']) echo "selected='selected'"; ?> value="<?php echo $array['plaka'] ;?>"> <?php echo $array['ad']; ?> </option>
<?
}
?>
</select>
?>