There are two questions to ask yourself:
- Is adding sugar/milk an up charge, or in any way an action that should only be chosen of the user is very certain?
- How often will users select this option?
If sugar/milk are sensitive actions, or something the user won't choose frequently, it is your best option to make the user explicitly say they want to add sugar before asking them how much. This could be done using a checkbox, that when clicked, makes a select box appear asking for further details. He checkbox gives the user quick control over enabling and disabling, while the select box lets the user make an adjustment. The select box should only be visible when the user has enabled the check box (unless it's grayed out).
If the user is going to very frequently choose a value for this, and particularly if there is no uncharged, radio buttons are your best bet (four radio buttons, the options being none, few, some, and plenty). A combo box can be used if you need to conserve screen real estate.
As an alternative to a combo box or radio buttons, you could also consider a slider.