What you can do is decorate your SpinnerAdapter with one that presents a 'Select Option...' View initially for the Spinner to display with nothing selected.
Here is a working example tested for Android 2.3, and 4.0 (it uses nothing in the compatibility library, so it should be fine for awhile) Since it's a decorator, it should be easy to retrofit existing code and it works fine with CursorLoaders also. (Swap cursor on the wrapped cursorAdapter of course...)
There is an Android bug that makes this a little tougher to re-use views. (So you have to use the setTag or something else to ensure your convertView is correct.) Spinner does not support multiple view types
Code notes: 2 constructors
This allows you to use a standard prompt or define your own 'nothing selected' as the first row, or both, or none. (Note: Some themes show a DropDown for a Spinner instead of a dialog. The Dropdown doesn't normally show the prompt)
You define a layout to 'look' like a prompt, for example, grayed out...

Using a standard prompt (notice that nothing is selected):

Or with a prompt and something dynamic (could have had no prompt also):

Usage in above example
Spinner spinner = (Spinner) findViewById(R.id.spinner);
ArrayAdapter<CharSequence> adapter = ArrayAdapter.createFromResource(this, R.array.planets_array, android.R.layout.simple_spinner_item);
adapter.setDropDownViewResource(android.R.layout.simple_spinner_dropdown_item);
spinner.setPrompt("Select your favorite Planet!");
spinner.setAdapter(
      new NothingSelectedSpinnerAdapter(
            adapter,
            R.layout.contact_spinner_row_nothing_selected,
            // R.layout.contact_spinner_nothing_selected_dropdown, // Optional
            this));
contact_spinner_row_nothing_selected.xml
<?xml version="1.0" encoding="utf-8"?>
<TextView xmlns:android="http://schemas.android.com/apk/res/android"
    android:id="@android:id/text1"
    style="?android:attr/spinnerItemStyle"
    android:singleLine="true"
    android:layout_width="match_parent"
    android:layout_height="wrap_content"
    android:ellipsize="marquee"
    android:textSize="18sp"
    android:textColor="#808080"
    android:text="[Select a Planet...]" />
NothingSelectedSpinnerAdapter.java
import android.content.Context;
import android.database.DataSetObserver;
import android.view.LayoutInflater;
import android.view.View;
import android.view.ViewGroup;
import android.widget.ListAdapter;
import android.widget.SpinnerAdapter;
/**
 * Decorator Adapter to allow a Spinner to show a 'Nothing Selected...' initially
 * displayed instead of the first choice in the Adapter.
 */
public class NothingSelectedSpinnerAdapter implements SpinnerAdapter, ListAdapter {
    protected static final int EXTRA = 1;
    protected SpinnerAdapter adapter;
    protected Context context;
    protected int nothingSelectedLayout;
    protected int nothingSelectedDropdownLayout;
    protected LayoutInflater layoutInflater;
    /**
     * Use this constructor to have NO 'Select One...' item, instead use
     * the standard prompt or nothing at all.
     * @param spinnerAdapter wrapped Adapter.
     * @param nothingSelectedLayout layout for nothing selected, perhaps
     * you want text grayed out like a prompt...
     * @param context
     */
    public NothingSelectedSpinnerAdapter(
      SpinnerAdapter spinnerAdapter,
      int nothingSelectedLayout, Context context) {
        this(spinnerAdapter, nothingSelectedLayout, -1, context);
    }
    /**
     * Use this constructor to Define your 'Select One...' layout as the first
     * row in the returned choices.
     * If you do this, you probably don't want a prompt on your spinner or it'll
     * have two 'Select' rows.
     * @param spinnerAdapter wrapped Adapter. Should probably return false for isEnabled(0)
     * @param nothingSelectedLayout layout for nothing selected, perhaps you want
     * text grayed out like a prompt...
     * @param nothingSelectedDropdownLayout layout for your 'Select an Item...' in
     * the dropdown.
     * @param context
     */
    public NothingSelectedSpinnerAdapter(SpinnerAdapter spinnerAdapter,
            int nothingSelectedLayout, int nothingSelectedDropdownLayout, Context context) {
        this.adapter = spinnerAdapter;
        this.context = context;
        this.nothingSelectedLayout = nothingSelectedLayout;
        this.nothingSelectedDropdownLayout = nothingSelectedDropdownLayout;
        layoutInflater = LayoutInflater.from(context);
    }
    @Override
    public final View getView(int position, View convertView, ViewGroup parent) {
        // This provides the View for the Selected Item in the Spinner, not
        // the dropdown (unless dropdownView is not set).
        if (position == 0) {
            return getNothingSelectedView(parent);
        }
        return adapter.getView(position - EXTRA, null, parent); // Could re-use
                                                 // the convertView if possible.
    }
    /**
     * View to show in Spinner with Nothing Selected
     * Override this to do something dynamic... e.g. "37 Options Found"
     * @param parent
     * @return
     */
    protected View getNothingSelectedView(ViewGroup parent) {
        return layoutInflater.inflate(nothingSelectedLayout, parent, false);
    }
    @Override
    public View getDropDownView(int position, View convertView, ViewGroup parent) {
        // Android BUG! http://code.google.com/p/android/issues/detail?id=17128 -
        // Spinner does not support multiple view types
        if (position == 0) {
            return nothingSelectedDropdownLayout == -1 ?
              new View(context) :
              getNothingSelectedDropdownView(parent);
        }
        // Could re-use the convertView if possible, use setTag...
        return adapter.getDropDownView(position - EXTRA, null, parent);
    }
    /**
     * Override this to do something dynamic... For example, "Pick your favorite
     * of these 37".
     * @param parent
     * @return
     */
    protected View getNothingSelectedDropdownView(ViewGroup parent) {
        return layoutInflater.inflate(nothingSelectedDropdownLayout, parent, false);
    }
    @Override
    public int getCount() {
        int count = adapter.getCount();
        return count == 0 ? 0 : count + EXTRA;
    }
    @Override
    public Object getItem(int position) {
        return position == 0 ? null : adapter.getItem(position - EXTRA);
    }
    @Override
    public int getItemViewType(int position) {
        return 0;
    }
    @Override
    public int getViewTypeCount() {
        return 1;
    }
    @Override
    public long getItemId(int position) {
        return position >= EXTRA ? adapter.getItemId(position - EXTRA) : position - EXTRA;
    }
    @Override
    public boolean hasStableIds() {
        return adapter.hasStableIds();
    }
    @Override
    public boolean isEmpty() {
        return adapter.isEmpty();
    }
    @Override
    public void registerDataSetObserver(DataSetObserver observer) {
        adapter.registerDataSetObserver(observer);
    }
    @Override
    public void unregisterDataSetObserver(DataSetObserver observer) {
        adapter.unregisterDataSetObserver(observer);
    }
    @Override
    public boolean areAllItemsEnabled() {
        return false;
    }
    @Override
    public boolean isEnabled(int position) {
        return position != 0; // Don't allow the 'nothing selected'
                                             // item to be picked.
    }
}