I want to ignore/remove all options from a select box that either have a blank value or don't have the value="" attribute at all, e.g.
<option>Any Option</option>
<option value="">Any Option</option>
Here is my jQuery:
$(function() {
  // Create the dropdown base
  $("<select />").appendTo("#pagination_container");
  // Create default option "Go to..."
  $("<option />", {
    "selected": "selected",
    "value"   : "",
    "text"    : "Select Page..."
  }).appendTo("#pagination_container select");
  // Populate dropdown with menu items
  $("#pagination_container a").each(function() {
    var el = $(this);
    $("<option />", {
      "value"   : el.attr("href"),
      "text"    : el.text()
    }).appendTo("#pagination_container select");
  });
  $("#pagination_container select").change(function() {
    window.location = $(this).find("option:selected").val();
  });
});