How to make picklist as required (thru javascript) in Salesforce ?

use this code snippet:

I have used Javascript and its working.

<apex:page standardController="Lead" >
<script>
function validateForm()
{
var x = document.getElementById('{!$Component.exname}');
if (x == null || x == "")
{
alert("Please select Value");
return false;
}
}
</script>

(Add onsubmit="return validateForm()"  in to Web-To-Lead form code as shown in below)
<form id="enquiryFrm" action="https://cs41.salesforce.com/servlet/servlet.WebToLead?encoding=UTF-8" onsubmit="return validateForm()" method="post" >

<section class="form-row">
<apex:outputLabel value="Interested In:"/>
<apex:outputPanel layout="block" styleClass="requiredInput">
<apex:outputpanel layout="block" styleClass="requiredBlock"/>
<section class="select-outer">
<select class="select" id="00N3600000NxhqK" name="exname" title="Interested In">
<option value="">Please select</option>
<option value="Mobile Apps">Mobile Apps</option>
<option value="Web Apps">Web Apps</option>
<option value="Salesforce">Salesforce</option>
<option value="Technical Support">Technical Support</option>
<option value="Application Support">Application Support</option>
</select>
</section>
</apex:outputpanel>
</section>

Hope this helps:

Thanks