How do I put all my content types into a select list so when users select a content type, they are taking to a page which makes them add new node to the content type?
I think You can create exposed filter Content: Type which will give users the ability to select content type.
Then in Fields section add field Content: Type, select "Output this field as a link" and type: node/add/[type].
If You want to display only one "add" link per content type select "Exclude from display", go to Format settings and select "Content: Type" from Grouping field Nr.1's options.
Why would you use views? Simply use node_types_get_names() to fill a select list on a form or pass items on a page as a themed list.