Esto me funciona sin problemas:
Código:
<!DOCTYPE html>
<html>
<head>
<title>My Page</title>
<meta name="viewport" content="width=device-width, initial-scale=1">
<link rel="stylesheet" href="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.css" />
<script src="http://code.jquery.com/jquery-1.8.2.min.js"></script>
<script src="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.js"></script>
</head>
<body>
<div data-role="fieldcontain">
<select name="select-choice-1" id="select-choice-1">
<option>Ir a...</option>
<option value="op1">Op</option>
<option value="op2">Op2</option>
</select>
</div>
</body>
</html>