As wikipedia says, Median-of-Medians is theoretically o(N), but it is not used in practice because the overhead of finding "good" pivots makes it too slow.
http://en.wikipedia.org/wiki/Selection_algorithm
Here is Java source for a Quickselect algorithm to find the k'th element in an array:
/**
 * Returns position of k'th largest element of sub-list.
 * 
 * @param list list to search, whose sub-list may be shuffled before
 *            returning
 * @param lo first element of sub-list in list
 * @param hi just after last element of sub-list in list
 * @param k
 * @return position of k'th largest element of (possibly shuffled) sub-list.
 */
static int select(double[] list, int lo, int hi, int k) {
    int n = hi - lo;
    if (n < 2)
        return lo;
    double pivot = list[lo + (k * 7919) % n]; // Pick a random pivot
    // Triage list to [<pivot][=pivot][>pivot]
    int nLess = 0, nSame = 0, nMore = 0;
    int lo3 = lo;
    int hi3 = hi;
    while (lo3 < hi3) {
        double e = list[lo3];
        int cmp = compare(e, pivot);
        if (cmp < 0) {
            nLess++;
            lo3++;
        } else if (cmp > 0) {
            swap(list, lo3, --hi3);
            if (nSame > 0)
                swap(list, hi3, hi3 + nSame);
            nMore++;
        } else {
            nSame++;
            swap(list, lo3, --hi3);
        }
    }
    assert (nSame > 0);
    assert (nLess + nSame + nMore == n);
    assert (list[lo + nLess] == pivot);
    assert (list[hi - nMore - 1] == pivot);
    if (k >= n - nMore)
        return select(list, hi - nMore, hi, k - nLess - nSame);
    else if (k < nLess)
        return select(list, lo, lo + nLess, k);
    return lo + k;
}
I have not included the source of the compare and swap methods, so it's easy to change the code to work with Object[] instead of double[].
In practice, you can expect the above code to be o(N).