Change country order, display my country first.

I don't know if this has been brought up before. If so, I wasn't able to find it.
I would like to have my country to display first in the drop-downs to make it easier for client.
It gets annoying searching threw a thousand options, when there are 2-3 frequently used ones.
Is there any way to do this?

goto the countries in the admin and set your country as the default. Then it will automatically be the selected country.