$options = array(
1 => 'One',
2 => array('name' => 'Two', 'value' => 2, 'class' => 'extra'),
3 => 'Three',
6 => array('name' => 'Six', 'value' => 6, "data-icon"=>"fa-arrow-circle-o-right")
);
echo $this->Form->input('my_option_id',array('type' =>'select', 'options'=>$options));
HTML=>
<select name="data[my_option_id]" id="my_option_id">
<option value="1">One</option>
<option value="2" class="extra">Two</option>
<option value="3">Three</option>
<option value="6" data-icon="fa-arrow-circle-o-right" >Six</option>
</select>