JQuery :: Selecting Immediate Children Only In Object

Taking the following markup
<div id="menu">
<ul>
<li><a id="home" href="#">Home</a></li>
<li>
<a id="about" href="#">About</a>
<div>

About sub menu
</div>
</li>
<li>
<a id="products" href="#">Products</a>
<div>
<h2>Books</h2> .....

How can I grab the immediate li children only and not all of the li that fall in this object. The following gives me every single <li> which is not what I am looking for.
(function($){
$.fn.extend({
myplugin: function(options){
return this.each(function(){
// the object we are working with
var obj = $(this);
// get a list of menu items
var menuItems = $('li',obj);
});
}});
})(jQuery);