You can use the translation resources as usual. This worked for me:
$builder->add('sex', 'choice', array(
'choices' => array(
1 => 'profile.show.sex.male',
2 => 'profile.show.sex.female',
),
'required' => false,
'label' => 'profile.show.sex.label',
'translation_domain' => 'AcmeUserBundle'
));
And then add your translations to the Resources->translations directory of your Bundle.
Update from @CptSadface:
In symfony 2.7, using the choice_label argument, you can specify the translation domain like this:
'choice_label' => 'typeName',
'choice_translation_domain' => 'messages',
Without specifying the domain, options are not translated.
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