find.php

function demo_drupal_way_hierarchical_select_form_submit($form, $form_state) {
  if ($form_state['triggering_element']['#name'] == 'submit') {
    $term_names = array();
    foreach ($form_state['values']['items'] as $tid) {
      $term = taxonomy_term_load($tid);
      if (isset($term->name)) {
        $term_names[] = $term->name;
      }
    }
    drupal_set_message(t('You entered the next location: @loc', array('@loc' => implode(', ', $term_names))));
  }
}

replase.php

function demo_drupal_way_hierarchical_select_form_submit($form, $form_state) {
  if ($form_state['triggering_element']['#name'] == 'submit') {
    $term_tids = array();
    foreach ($form_state['values']['items'] as $tid) {
      if (is_numeric($tid)) {
        $term_tids[] = $tid;
      }
    }
    // Select last value.
    $last_chosen = end($term_tids);
    // Redirect to term page.
    if (!empty($last_chosen)) {
      drupal_goto('taxonomy/term/' . $last_chosen);
    }
  }
}