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
doing
select 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