The jQueryUI documentation has examples of buttons:
On this page I'm looking at the rightmost example with a wheel and a down arrow. The assumption is that clicking on this button will show an action menu of some sort. However they didn't implement the rest for this example.
Is there a good example out there of something that looks decent (which is why I've been looking at jQuery-UI).
This page gives a good example of how you can create those button menus: