how to get individual classes for each menu list items
It looks like you need Menu attributes module:


  You should use this module when
  
  
  You want to "nofollow" certain menu items to sculpt the flow of PageRank through your site
  You want to give a menu item an ID so you can easily select it using jQuery
  You want to add additional classes or styles to a menu item
  


Alternatively, if you don't mind some coding, see theme_menu_link(). Comments in it's documentation already shows how to do it:


   function superseven_menu_link(array $variables) {
     $variables['element']['#attributes']['class'][] = 'menu-' . $variables['element']['#original_link']['mlid'];

     return theme_menu_link($variables);
   }