$(document).ready(function() {
    var markUp = ['<select id="nav-select">'],
        $li,
        $a;

    markUp.push('<option value="" selected="selected">Go to...</option>');
    $('#nav > li').each(function() {
        $li = $(this);
        $a = $li.find('a');
        markUp.push('<option value="' + $a.attr('href') + '">' + $a.text() + '</option>')
    });
    markUp.push('</select>');
    $('#nav').after(markUp.join(''));

    $('#nav-select').change(function() { window.location = $(this).val(); });
});