Split Buttons
In general, a split button can be implemented as a drop-down plus button (jquery-style) or as links. Stanford has used the drop-down plus button style for the search button in SearchWorks, if you want to look at that.
Progressive Enhancement & Split Buttons
Be cautious of the tutorials floating around for the JQuery UI split button. Many of them involve HTML that will not necessarily work properly with javascript turned off.
Reference Material
Button Demos on the JQuery UI Demo Site
Buttons page on the JQuery UI Development & Planning Wiki ā Heed the Accessibility Recommendations on that page.