SO fiddle
Test Fiddle mainly for SO Questions
by Nick Craver
HTML
<link rel="stylesheet" href="http://ajax.googleapis.com/ajax/libs/jqueryui/1.8.4/themes/overcast/jquery-ui.css">
<ul id="litemsd">
<li class="litemd">
<input type="checkbox" id="d1" name="d1" />
<label for="d1">Number One</label>
</li>
<li class="litemd">
<input type="checkbox" id="d2" name="d2" checked />
<label for="d2">Numer Two</label>
</li>
<li class="litemd">
<input type="checkbox" id="d3" name="d3" />
<label for="d3">Numer Three</label>
</li>
</ul>
JavaScript
$$('li.litemd input').each(function(s) {
if(s.checked) alert(s.next().innerHTML)
});