Altering main menu in drupal 7
It's a bit unusual request, but if you want to clear main menu from ul anl li tags and print just links, you can do that in this way:

template.php

/**
 * Main menu
 * Implements theme__menu_tree().
 */
function YOURTHEME_menu_tree__main_menu($variables) {
  return $variables['tree'];
}

/**
 * Main menu
 * Implements theme__menu_link().
 */
function YOURTHEME_menu_link__main_menu(array $variables) {
  $element = $variables['element'];
  $sub_menu = '';

  if ($element['#below']) {
    $sub_menu = drupal_render($element['#below']);
  }
  $element['#localized_options']['html'] = TRUE;
  $output = l('&lt;em&gt;' . $element['#title'] . '&lt;/em&gt;', $element['#href'], $element['#localized_options']);
  return $output . $sub_menu . "\n";
}


go to admin/structure/block and place main menu in header region (or wherever you want)

Result

&lt;a class="active" href="/some-path"&gt;&lt;em&gt;Link1&lt;/em&gt;&lt;/a&gt; 
&lt;a href="/another-path"&gt;&lt;em&gt;link2&lt;/em&gt;&lt;/a&gt;