<select> tags are gross, and you know it. I wrote a fun little jQuery plugin the other day that will give your <select> tags a makeover.
Just include the plugin and slap something like this in your JS engine:
Give it a try: git clone email@example.com:quickleft/select_puncher.git
Params are explained in the README.
NOTE: These aren't necessarily 'pretty', but the point is formatting the <select> element into markup that YOU can make pretty.
This is just a quick release version. Let me know which features matter to you, and I'll add them into the next version. (list headers, alternative value selection, custom lists, etc.)