How do I change the HTML structure of the primary links in Drupal 7? I read what reported in How do I change html structure of menu (primary links for example) to my own? but the accepted answer for that question is for Drupal 6.

How do I create a function that adds a CSS class or ID to a single "li" and "sub li"?
It's useful to refer to the API documentation when you have an idea of what to do in version 'X' of Drupal and you want to translate the method to work in version 'Y'.

In this instance, the following API page will prove useful: 

http://api.drupal.org/api/drupal/includes--theme.inc/function/theme_links/7