Get index of element as child relative to parent

$("#wizard li").click(function () {
    console.log( $(this).index() );
});

However rather than attaching one click handler for each list item it is better (performance wise) to use delegate which would look like this:

$("#wizard").delegate('li', 'click', function () {
    console.log( $(this).index() );
});

In jQuery 1.7+, you should use on. The below example binds the event to the #wizard element, working like a delegate event:

$("#wizard").on("click", "li", function() {
    console.log( $(this).index() );
});