onchange

HTML

<select id="my_select">
    <option value="value 1">Option 1</option>
    <option value="value 2">Option 2</option>
    <option value="value 3">Option 3</option>
    <option value="value 4">Option 4</option>
</select>

JavaScript

$(function(){
    $('#my_select').on('change', function(){
        alert('do soemthing ' + $(this).val());
    });
});