Here is the snippet of code I use to remove the extra space that WordPress adds to the end of
<?php $custommenu = wp_nav_menu ( array (
'container_class' => 'my-menu',
'theme_location' => 'primary',
'echo' => 0
) );
$custommenu = str_replace("\n", "", $custommenu);
$custommenu = str_replace("\r", "", $custommenu);
echo $custommenu;
?>
