Also consider though, that when you build software, you are trying to make it useful to your users, not you, which is why following a standard pager is proabbly best.
I think the main reason most implement a pager as a series of clickable links is that it saves you trouble, navigating to a new page is only a single click, not two clicks which is the case when you use a drop down.
Paging is a very common action so having to select the page I wanted from a list each time I wanted to progress would be annoying, personally speaking anyways. Again it totally depends on who you are targetting, if it's just for you then giver'
Cheers,
Alex