Showing nested links in Drupal but still add classes to list elements
Check out the Menu Attributes module. Here is a quote about it (from the module's project page):

This simple module allows you to specify some additional attributes for menu items such as id, name, class, style, and rel.
You should use this module when

You want to &quot;nofollow&quot; 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