Depends on whether you want to keep an empty spot or not.
If you do want an empty slot, delete is fine:
delete array[ index ];
If you don't, you should use the splice method:
array.splice( index, 1 );
And if you need the value of that item, you can just store the return value:
var value = array.splice( index, 1 );
In case you want to do it in some order, you can use array.pop( ) for the last one or array.shift( ) for the first one (and both return the value of the item too).
And if you don't know the index of the item, you can use array.indeOf( item ) to get it (in a if() to get one item or in a while() to get all of them). array.indexOf( item ) returns either the index or -1 if not found.