Adding jQuery UI selectmenu() to Drupal form
I think the 'Drupal' way would be to implement hook_library() to add the new element to the system:

function MYMODULE_library() {
  $libraries['ui.selectmenu'] = array(
    'title' =&gt; 'jQuery UI: Selectmenu', 
    'website' =&gt; 'http://filamentgroup.com/lab/jquery_ui_selectmenu_an_aria_accessible_plugin_for_styling_a_html_select/', 
    'version' =&gt; '1.8.7', 
    'js' =&gt; array(
      drupal_get_path('module', 'MYMODULE') . '/jquery.ui.selectmenu.min.js' =&gt; array(),
    ), 
    'dependencies' =&gt; array(
      array('system', 'ui.widget')
    ),
  );

  return $libraries;
}


And then add it to your pages using drupal_add_library():

drupal_add_library('MYMODULE', 'ui.selectmenu');


Doing it this way ensures that all the necessary core UI files are included in the page automatically, and allows you to add the widget with a single line of code any time you want to.