If you like sport, this is a great place. There's a lot to choose _.

Explanation

The correct preposition to use in this context is 'from,' as it indicates that there is a range of options available and allows for the selection of one or more items. 'Among' could work if emphasizing a choice within a group, but it typically implies a singular choice. 'At' and 'for' do not fit the context of choosing options and are incorrect prepositions to use in this sentence structure.