select multiple immediate values, but in multiple rows

Hello all.  I'd like to write a query does a set subtraction A - B, but A is 
is a set of constants that I need to provide in the query as immediate 
values.  I thought of something like

select a from (1,2,3.4)
except
select col_name from table;

but I don't know the syntax to specify my set of constants.  I thought of 
doingselect 1 union select 2 union select 3 union ... except ...
but I figure there must be a better way.  The size of the set would be 
anywhere between 1 and about 5 or 6 elements.  Is there a better way to do 
this?

Thanks.

Luca