I have created a module using basic Joomla 2.,5 coding, but I have read various little tips and hints that we can use JCOOK coding and classes to pull data, generate views etc.

Does anyone have an example of a module they have created using proper JCOOK coding?

Also, would you still use the field type of SQL for a dropdown list in the XML file or is there again, a JCOOK way of doing this?

Cook is not providing the module scaffolding for the moment.

You just need to include the loader file your your component, it will be so easy to use all the features of your component without need to car with file to load.

In modules you can :
- Load your models and play with them
- Output HTML with JDom

Easy as that.
(I think there is a discussion about that)