You could use the checked selector to grab only the selected ones (negating the need to know the count or to iterate over them all yourself):
$("input[name="user_group[]"]:checked")
With those checked items, you can either create a collection of those values or do something to the collection:
var values = new Array();
$.each($("input[name="user_group[]"]:checked"), function() {
values.push($(this).val());
// or you can do something to the actual checked checkboxes by working directly with 'this'
// something like $(this).hide() (only something useful, probably) :P
});