Do you use Visual Studio?  I can paste the code I used to create the Country Picker fieldtype below, it's pretty simple - just need to add a reference to the Contour DLL.  Actually it doesn't use uComponents but uses the same methods to populate the dropdown.  Again the problem is that it is missing certain countries, but if you're OK with that it should work.  Otherwise the Prevalue Source is probably the best way :)

[Umbraco.Forms.Core.Attributes.Setting("Choose Text", prevalues = "",
            description = "Enter the text to show as the default option in the dropdown (Default=Choose Country...)",
            control = "Umbraco.Forms.Core.FieldSetting.TextField")]
        public string ChooseText { get; set; }
        

        public List<Object> Value;
        public DropDownList ddlCountries;

        public CountryPicker()
        {
            Id = new Guid("3B41BB75-699D-42D4-8FD0-5E189E6E9588");
            Name = "Country Picker";
            Description = "A drop down list filled with countries";
            Icon = "textfield.png";
            DataType = FieldDataType.String;

            ddlCountries = new DropDownList();
            Value = new List<object>();

            ChooseText = String.IsNullOrEmpty(ChooseText) ? "Choose Country..." : ChooseText;

        }

        public override System.Web.UI.WebControls.WebControl Editor
        {
            get
            {
                FillWithIsoCountries(ddlCountries);

                if (Value.Count > 0)
                    ddlCountries.SelectedValue = Value[0].ToString();

                return ddlCountries;
            }
            set
            {
                base.Editor = value;
            }
        }

        public override bool SupportsRegex
        {
            get { return false; }
        }

        public override bool SupportsPrevalues
        {
            get { return false; }
        }

        public override string RenderPreview()
        {
            return "<select><option>" + ChooseText + "</option></select>";
        }

        public override string RenderPreviewWithPrevalues(List<object> prevalues)
        {
            return RenderPreview();
        }

        public override List<object> Values
        {
            get
            {
                Value.Clear();
                Value.Add(ddlCountries.SelectedValue);
                return Value;

            }
            set
            {
                Value = value;
            }
        }

        /// <summary>
        /// Populates the list control with countries as given by ISO 4217.
        /// </summary>
        /// <param name="ctrl">The list control to populate.</param>
        /// <remarks>
        /// http://ucomponents.codeplex.com/SourceControl/changeset/view/75686#1458709
        /// http://www.prolificnotion.co.uk/c-utility-method-to-populate-list-controls-with-all-countries-as-given-in-iso-3166-1/
        /// </remarks>
        public void FillWithIsoCountries(ListControl ctrl)
        {
            var cultures = CultureInfo.GetCultures(CultureTypes.SpecificCultures);

            var countries = cultures.Select(cultureInfo => new RegionInfo(cultureInfo.LCID)).Select(regionInfo => regionInfo.DisplayName).ToList();

            var sorted = (from c in countries
                          select c).Distinct().OrderBy(n => n);

            ctrl.Items.Add(new ListItem(ChooseText, string.Empty));

            foreach (string country in sorted)
            {
                ctrl.Items.Add(new ListItem(country, country));
            }

        }

-Tom