<form method="get" action="index.php">
  <select name="cid">
    <option value="">Wszystkie</option>
    <?php
      foreach($kategorie as $k => $v):
        if(isset($_REQUEST['cid']) && $_REQUEST['cid'] == $k){
          $selected = 'selected = "selected"';
        }
        else $selected = '';
        echo "<option value='$k' $selected>$v</option>";
      endforeach;
    ?>
  </select>
  <input type="submit" value="Wybierz">
</form>