Get the closest value to number

Pyth, 6 bytes

haDQSE

Test suite

Input in the following form on STDIN:

num
array

Explanation:

haDQSE
          Implicit: Q = eval(input()) (num)
     E    Evaluate input (array)
    S     Sort (smaller values to the front)
 aDQ      Sort by absolute difference with Q.
h         Take the first element of the sorted list, the min.
          Print implicitly.

Ruby, 34 bytes

->n,a{a.sort.min_by{|x|(n-x).abs}}

a.sort       min_by tiebreaks by position in array, so put smaller numbers 1st
.min_by{|x|  select the element which returns the smallest val for predicate...
(n-x).abs}   (absolute) difference between input num and element

Mathematica, 12 bytes

Min@*Nearest

Built-ins FTW! Buettner's explanation: "Mathematica has a built-in Nearest for this, but it returns a list of all tied numbers. Hence, we need to compose it with Min to break the tie."