Give this link a shot: http://www.graphicdesigndictionary.com
It's not just for Photoshop, but it's looks to be pretty thorough.
What version of Photoshop are you using? I can give you some hints on creating a nice button.
And yes, you can do graphics for the drop-down menu buttons. But first, let me know what Photoshop version you are using and we'll go from there!