效果截图：

HTML代码：

<div class="select">
    <span class="placeholder">请选择</span>
    <ul>
        <li>百度</li>
        <li>谷歌</li>
        <li>雅虎</li>
        <li>新浪</li>
    </ul>
</div>

CSS代码：

@import "http://cdn.bootcss.com/font-awesome/4.5.0/css/font-awesome.min.css";
html {
    box-sizing: inherit;
    background-color: #8e9eab;
    background: linear-gradient(to left, #62B2F3, #5EB792);
}
body {
    margin: 10% auto;
    font-size: 12px;
}
.select {
    position: relative;
    display: block;
    margin: 0 auto;
    width: 100%;
    max-width: 325px;
    color: #cccccc;
    vertical-align: middle;
    text-align: left;
    user-select: none;
    -webkit-touch-callout: none;
}
.select .placeholder {
    position: relative;
    display: block;
    background-color: #393d41;
    z-index: 1;
    padding: 1em;
    border-radius: 2px;
    cursor: pointer;
}
.select .placeholder:hover {
    background: #34383c;
}
.select .placeholder:after {
    position: absolute;
    right: 1em;
    top: 50%;
    transform: translateY(-50%);
    font-family: 'FontAwesome';
    content: '\f078';
    z-index: 10;
}
.select.is-open .placeholder:after {
    content: '\f077';
}
.select.is-open ul {
    display: block;
}
.select ul {
    display: none;
    position: absolute;
    overflow: hidden;
    width: 100%;
    background: #fff;
    border-radius: 2px;
    top: 100%;
    left: 0;
    list-style: none;
    margin: 5px 0 0 0;
    padding: 0;
    z-index: 100;
}
.select ul li {
    display: block;
    text-align: left;
    padding: 0.8em 1em 0.8em 1em;
    color: #999;
    cursor: pointer;
}
.select ul li:hover {
    background: #4ebbf0;
    color: #fff;
}

JS代码：

$('.select').on('click', '.placeholder', function(e) {
    var parent = $(this).closest('.select');
    if (!parent.hasClass('is-open')) {
        parent.addClass('is-open');
        $('.select.is-open').not(parent).removeClass('is-open');
    } else {
        parent.removeClass('is-open');
    }
    e.stopPropagation();
}).on('click', 'ul>li', function() {
    var parent = $(this).closest('.select');
    parent.removeClass('is-open').find('.placeholder').text($(this).text());
});
 
$('body').on('click', function() {
    $('.select.is-open').removeClass('is-open');
});