Improve Select.

Use a special value to flag a blank selection, add methods is_blank and clear, slightly refactor the way the widget is setup to avoid having attributes _initial_options and _options.
Implement exceptions to be raised when the widget is entering bad state.

docs/examples/widgets/select_widget_no_blank.py

@@ -0,0 +1,38 @@
+from textual import on
+from textual.app import App, ComposeResult
+from textual.widgets import Header, Select
+
+LINES = """I must not fear.
+Fear is the mind-killer.
+Fear is the little-death that brings total obliteration.
+I will face my fear.
+I will permit it to pass over me and through me.""".splitlines()
+
+ALTERNATE_LINES = """Twinkle, twinkle, little star,
+How I wonder what you are!
+Up above the world so high,
+Like a diamond in the sky.
+Twinkle, twinkle, little star,
+How I wonder what you are!""".splitlines()
+
+
+class SelectApp(App):
+    CSS_PATH = "select.tcss"
+
+    BINDINGS = [("s", "swap", "Swap Select options")]
+
+    def compose(self) -> ComposeResult:
+        yield Header()
+        yield Select(zip(LINES, LINES), allow_blank=False)
+
+    @on(Select.Changed)
+    def select_changed(self, event: Select.Changed) -> None:
+        self.title = str(event.value)
+
+    def action_swap(self) -> None:
+        self.query_one(Select).set_options(zip(ALTERNATE_LINES, ALTERNATE_LINES))
+
+
+if __name__ == "__main__":
+    app = SelectApp()
+    app.run()