While it's not required, you should add the href to the anchor tags, because, well without an href they're not really anchor tags.
You can add a '#' to the link and add a onClick='return false;' to prevent the click event. If you're using JQuery, you can add event.preventDefault() to your click handler for your links.
From an SEO perspective, I'd go with using titles for the anchor tags (avoid the -ve text-indent property.)
