For a standard ASP.NET dropdown control - loading it with thousands of records simply isn't practical. I use a 3rd party control which "smartly" downloads only a subset of records depending on what the user types in the text field of the combo, and it adjusts the search and returns just enough results as needed. The control is called WebCombo.NET by www.intersoftpt.com. I have used it successfully and my users seem to like it.