Te falta cerrar el select:
Response.Write "<select NAME=" & chr(34) & "pepe" & chr(34)
& ">" & "<option value=" & chr(34) &"hotel" & chr(34) & ">Hotel</option>" & "<option value=" & chr(34) & "Apartamentos" & chr(34) & ">Apartamentos</option>" & "<option value=" & chr(34) & "Aparthotel" & chr(34) & ">ApartHotel</option>" & "</select>"
Salu2,