Ahhhh, that first one is very sweet. Haven't dissected the code in detail, but in principle I can see how it's done. Quite clever, and not that difficult.
It's probably not really applicable for a menu that changes pages, because unless your connection is really slow the page will change before you see the animation. It would be best suited to a row of tabs that displays different panels without changing pages. Although if you just want the look and aren't that fussed about the animation you could use it anywhere.
The second one is nothing fancy, in terms of code.
The third one is basically the first one, with less eye candy.
The fourth one is very simple, but quite nice.
The fifth one is just plain annoying.
Anyway, as you said you probably will not get some of these effects - particularly the first one - without changing markup. You could do something like the fourth one easily enough on default markup.
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