Do you selenium tone your film as a matter of course to increase contrast, or do you mean you want a film that will give you good selenium toned prints? If the former, selenium intensification will give you about a one zone expansion with just about any B&W film I've tried it with. If the latter, it's not really a film issue. How selenium toning looks with a print depends more on the paper and developer choice.
FP4+ and Efke PL100 are attractive fine-grained films to my eye. If you don't process your own film, you probably should avoid Efke and the other less common brands. If you shoot Readyload/Quickload, your options are limited to T-Max 100 (very fine grained, but you may or may not like the tonality) and Fuji Acros (interesting film but also a very particular look that may or may not be appealing to you).