How to change font-family of drop down's list item?

That's because the select elements children (options) aren't really stylable and firefox seems to be the only browser to ignore that part of the spec.

The workaround is to replace your select element with a custom widget that uses only stylable elements and perhaps a little javascript for the interactivity. like what's done here: http://jsfiddle.net/sidonaldson/jL7uU/ or http://jsfiddle.net/theredhead/4PQzp/

You can set fonts for an HTML drop-down in the following way:
1. Build your list of options that will be displayed in your dropdown, but don't apply any styling/classes to any of those options. In PHP I would store my list of options to a variable and then use that variable to add options to my dropdown which I'll show below.
2. When you want to actually insert the dropdown into the page, use the SELECT tag and put some CSS styling inside that tag as I've shown below:

<SELECT style='font-size: 10px; font-family: "Verdana", Sans-Serif;' name='???????'>
<?php echo $your_variable_containing_dropdown_content; ?>
</SELECT>

That works 100% fine for me on the website I'm currently working. This is just the styling that I've used in my page, but it can be whatever you need it to be.

You can do something like this

<select>
<optgroup style="font-family:arial">
    <option>Arial</option>
</optgroup>
<optgroup style="font-family:verdana">
    <option>veranda</option>
</optgroup>