How to loop through array in jQuery?

(Update: My other answer here lays out the non-jQuery options much more thoroughly. The third option below, jQuery.each, isn't in it though.)

Three options:

Generic loop:

var i;
for (i = 0; i < substr.length; ++i) {
    // do something with `substr[i]`
}

Advantages: Straight-forward, no dependency on jQuery, easy to understand, no issues with preserving the meaning of this within the body of the loop, no unnecessary overhead of function calls (e.g., in theory faster, though in fact you'd have to have so many elements that the odds are you'd have other problems; details).

ES5's forEach:

As of ECMAScript5, arrays have a forEach function on them which makes it easy to loop through the array:

substr.forEach(function(item) {
    // do something with `item`
});

Link to docs

(Note: There are lots of other functions, not just forEach; see the answer referenced above for details.)

Advantages: Declarative, can use a prebuilt function for the iterator if you have one handy, if your loop body is complex the scoping of a function call is sometimes useful, no need for an i variable in your containing scope.

Disadvantages: Not all browsers have it yet, although most do, and you can always use an ES5 shim (a search will list several) to provide it on browsers that don't have it yet. If you're using this in the containing code, you have to stick it in a variable so you can use it within the function or pass it as a second argument to forEach, since within the iteration function, this will be undefined (in strict mode) or the global object (window) in non-strict mode unless you give forEach a specific value for it.

jQuery.each:

jQuery.each(substr, function(index, item) {
    // do something with `item` (or `this` is also `item` if you like)
});

(Link to docs)

Advantages: All of the same advantages as forEach, plus you know it's there since you're using jQuery.

Disadvantages: If you're using this in the containing code, you have to stick it in a variable so you can use it within the function, since this means something else within the function.

What NOT to do:

Don't use for..in for this (or if you do, do it with proper safeguards). You'll see people saying to (in fact, briefly there was an answer here saying that), but for..in does not do what many people think it does (it does something even more useful!). Specifically, for..in loops through the enumerable property names of an object (not the indexes of an array). Since arrays are objects, and their only enumerable properties by default are the indexes, it mostly seems to sort of work in a bland deployment. But it's not a safe assumption that you can just use it for that. Here's an exploration: http://jsbin.com/exohi/3

I should soften the "don't" above. If you're dealing with sparse arrays (e.g., the array has 15 elements in total but their indexes are strewn across the range 0 to 150,000 for some reason, and so the length is 150,001), and if you use appropriate safeguards like hasOwnProperty and checking the property name is really numeric (see link above), for..in can be a perfectly reasonable way to avoid lots of unnecessary loops, since only the populated indexes will be enumerated.