Here is an embryonic tikz-3dplot
solution, adapted from the example on p26 of the manual:
\documentclass{article}
\usepackage{tikz}
\usepackage{tikz-3dplot}
\begin{document}
\tdplotsetmaincoords{60}{110}
%
\pgfmathsetmacro{\rvec}{.8}
\pgfmathsetmacro{\thetavec}{30}
\pgfmathsetmacro{\phivec}{60}
%
\begin{tikzpicture}[scale=5,tdplot_main_coords]
\coordinate (O) at (0,0,0);
\draw[thick,->] (0,0,0) -- (1,0,0) node[anchor=north east]{$x$};
\draw[thick,->] (0,0,0) -- (0,1,0) node[anchor=north west]{$y$};
\draw[thick,->] (0,0,0) -- (0,0,1) node[anchor=south]{$z$};
\tdplotsetcoord{P}{\rvec}{\thetavec}{\phivec}
\draw[-stealth,color=red] (O) -- (P) node[above right] {$P$};
\draw[dashed, color=red] (O) -- (Pxy);
\draw[dashed, color=red] (P) -- (Pxy);
\tdplotdrawarc{(O)}{0.2}{0}{\phivec}{anchor=north}{$\phi$}
\tdplotsetthetaplanecoords{\phivec}
\tdplotdrawarc[tdplot_rotated_coords]{(0,0,0)}{0.5}{0}%
{\thetavec}{anchor=south west}{$\theta$}
\end{tikzpicture}
\end{document}
tikz-3dplot
documentation, which contains a number of relevant examples.