Remove DIV and UL from WordPress wp_nav_menu(). This example replaces the registered menu 'header-menu' and replaces 'wp_nav_menu( array( 'theme_location' => 'header-menu' ) ) ;' with the function 'wp_nav_menu_head();' in your theme file. (For functions.php)

wp-nav-menu-no-div-no-ul.php

<?php
	//REMOVE DIV and UL FROM WP_NAV_MENU
	function wp_nav_menu_header(){
		$options = array(
			'echo' => false,
			'container' => false,
			'theme_location' => 'header-menu',
			'fallback_cb'=> 'fall_back_menu'
		);

		$menu = wp_nav_menu($options);
		echo preg_replace(array(
			'#^<ul[^>]*>#',
			'#</ul>$#'
		), '', $menu);

	}
	
	//FALL BACK MENU
	function fall_back_menu(){
		wp_list_pages('title_li=');
	}
?>