A List Apart site published an article in which you can read about bulding the site navigatiuon menu with HTML <ul> elelement and various CSS properties. This article contain a lot of useful practical examples. Here's one of it:

HTML

<ul id="primary-navigation">
  <li><a href="/products/">Products</a></li>
  <li><a href="/support/">Support</a></li>
  <li><a href="/about/">About</a></li>
  <li><a href="/contact-us/">Contact Us</a></li>
</ul>

CSS

ul#primary-navigation li a {
  background-image: url(primary-navigation-divider.png);
  background-position: 0em 0.1em;
  background-repeat: no-repeat;
  /* [other link properties] */
}

You can find the full version of this article with all examples on A List Apart Site