How to select best from a long list?

[q4668057(at)bonsai.fernuni-hagen.de (Michael Spranger)]

Another newbie question:

I have a long list (about 16,000 entries) of cities names (downloaded
from NIMA), plus according Longs and Lats. 
I'd like to realize a functionality similar to the "index help". 
Explicitly: while entering the first letters of the name, I'd like to
see a scrolling list showing the entries of my list with the same
beginning as typed in. 
In the end I'd like to select one entry and give back name, long, lat
to the main program.
Anybody who realizes a similar functionality? Could that be realized
with widget_list? Or is there a better way?

Michael