Is that possible to remove the "Create new view" option from the view dropdown?
Hiding these links from that many locations actually causes a lot of pain and anyway is not secure. An advanced user could just enter the direct link to the view creation page, and all your efforts would be to no purpose.
Thus, this is a permissions question, and all you need is just to set appropriate permissions to your portal users.
To achieve this, click "Site Actions" => "Site permissions", locate button "Permissions levels" on the ribbon, and then create a new permission level (or modify existent one).
When creating the new permission level, assure that the settings "Manage Lists" and "Manage Personal Views" are unchecked:
After this, create a SharePoint users group, configure it to use this new permission level and include all the users you need to this group.
Here you can able to find the example