SELECT... WHERE id IN list_of_ids , avoiding loop ?

I have a set of id's : city_ids = [ id1, id2, ..... idn]

to select all proposals where proposals.city_id is in this set,

1- I can loop over the list items
2- I can create a temporary table of selected_id's and match it with
the proposals table
3- I can use the where.. in .. clause, select * from proposals WHERE
proposals.city_id IN id1, id2, ..... idn, which should be the best
option, but if this set is large (10 to 400 items) I can explode the
SELECT clause string limit...

any suggestion ?... performance is obviously my concern

thanks for your lights

joss