I recently migrated a few of my Autocomplete plugins from the one produced by bassistance to the jQuery UI autocomplete.
How can the \"mustMatch\" and \"selectFirst\
I used something as simple as this for mustMatch and it works. I hope it helps someone.
        change: function (event, ui) {
            if (!ui.item) {
                 $(this).val('');
             }
        }
                                                                        I think I got the mustMatch working with this code... It needs thorough test though:
<script type="text/javascript">
    $(function() {
        $("#my_input_id").autocomplete({
            source: '/get_my_data/',
            minChars: 3,
            change: function(event, ui) {
                // provide must match checking if what is in the input
                // is in the list of results. HACK!
                var source = $(this).val();
                var found = $('.ui-autocomplete li').text().search(source);
                console.debug('found:' + found);
                if(found < 0) {
                    $(this).val('');
                }
            }
        });
    });
</script>
                                                                        I discovered one issue. While the suggestion list is active you can submit your form even if the value doesn't match the suggestion. To dissallow this I added:
$('form').submit(function() {
        if ($(".ui-autocomplete li:textEquals('" + $(this).val() + "')").size() == 0) {
            $(this).val('');
            $("span").text("Select a valid city").show();
            return false;
        }
});
This prevents the form from being submitted and displays a message.
Based on the accepted answer:
My additional requirements: multiple autocompletes, unobtrusive error validation.
change: function () {
    var target = $(this),
        widget = target.autocomplete('widget'),
        cond = widget.find('li:textEquals("' + target.val() + '")').length === 0;
    target.toggleClass('input-validation-error', cond);
}
                                                                        Scott Gonzalez has written a selectFirst extension (as well as several others) for jQueryUI AutoComplete.
This JQuery-UI official demo has mustMatch, amongst other cool stuff: http://jqueryui.com/demos/autocomplete/#combobox
I've updated it to add autoFill, and a few other things.
Javascript:
/* stolen from http://jqueryui.com/demos/autocomplete/#combobox
 *
 * and these options added.
 *
 * - autoFill (default: true):  select first value rather than clearing if there's a match
 *
 * - clearButton (default: true): add a "clear" button
 *
 * - adjustWidth (default: true): if true, will set the autocomplete width the same as
 *    the old select.  (requires jQuery 1.4.4 to work on IE8)
 *
 * - uiStyle (default: false): if true, will add classes so that the autocomplete input
 *    takes a jQuery-UI style
 */
(function( $ ) {
    $.widget( "ui.combobox", {
        options: {
            autoFill: true,
            clearButton: true,
            adjustWidth: true,
            uiStyle: false,
            selected: null,
        },
    _create: function() {
        var self = this,
          select = this.element.hide(),
          selected = select.children( ":selected" ),
          value = selected.val() ? selected.text() : "",
              found = false;
        var input = this.input = $( "" )
                .attr('title', '' + select.attr("title") + '')
        .insertAfter( select )
        .val( value )
        .autocomplete({
            delay: 0,
            minLength: 0,
            source: function( request, response ) {
                var matcher = new RegExp( $.ui.autocomplete.escapeRegex(request.term), "i" );
                        var resp = select.children( "option" ).map(function() {
                    var text = $( this ).text();
                    if ( this.value && ( !request.term || matcher.test(text) ) )
                    return {
                        label: text.replace(
                        new RegExp(
                            "(?![^&;]+;)(?!]*)(" +
                            $.ui.autocomplete.escapeRegex(request.term) +
                            ")(?![^]*>)(?![^&;]+;)", "gi"
                        ), "$1" ),
                        value: text,
                        option: this
                    };
                });
                        found = resp.length > 0;
                response( resp );
            },
            select: function( event, ui ) {
                ui.item.option.selected = true;
                self._trigger( "selected", event, {
                    item: ui.item.option
                });
            },
            change: function( event, ui ) {
                if ( !ui.item ) {
                    var matcher = new RegExp( "^" + $.ui.autocomplete.escapeRegex( $(this).val() ) + "$", "i" ),
                    valid = false;
                    select.children( "option" ).each(function() {
                    if ( $( this ).text().match( matcher ) ) {
                        this.selected = valid = true;
                        return false;
                    }
                    });
                    if ( !valid || input.data("autocomplete").term=="" ) {
                    // set to first suggestion, unless blank or autoFill is turned off
                                var suggestion;
                                if(!self.options.autoFill || input.data("autocomplete").term=="") found=false;
                                if(found) {
                                    suggestion = jQuery(input.data("autocomplete").widget()).find("li:first")[0];
                                    var option = select.find("option[text="+suggestion.innerText+"]").attr('selected', true);
                                    $(this).val(suggestion.innerText);
                        input.data("autocomplete").term = suggestion.innerText;
                            self._trigger( "selected", event, { item: option[0] });
                                } else {
                                    suggestion={innerText: ''};
                                    select.find("option:selected").removeAttr("selected");
                                    $(this).val('');
                        input.data( "autocomplete" ).term = '';
                                    self._trigger( "selected", event, { item: null });
                                }
                    return found;
                    }
                }
            }
        });
            if( self.options.adjustWidth ) { input.width(select.width()); }
            if( self.options.uiStyle ) {
                input.addClass( "ui-widget ui-widget-content ui-corner-left" );
            }
        input.data( "autocomplete" )._renderItem = function( ul, item ) {
            return $( "" )
                .data( "item.autocomplete", item )
                .append( "" + item.label + "" )
                .appendTo( ul );
        };
        this.button = $( " " )
            .attr( "tabIndex", -1 )
            .attr( "title", "Show All Items" )
            .insertAfter( input )
            .button({
                icons: {
                primary: "ui-icon-triangle-1-s"
                },
                text: false
            })
            .removeClass( "ui-corner-all" )
            .addClass( "ui-corner-right ui-button-icon" )
            .click(function() {
                // close if already visible
                if ( input.autocomplete( "widget" ).is( ":visible" ) ) {
                input.autocomplete( "close" );
                return;
                }
                // work around a bug (likely same cause as #5265)
                $( this ).blur();
                // pass empty string as value to search for, displaying all results
                input.autocomplete( "search", "" );
                input.focus();
            });
            if( self.options.clearButton ) {
            this.clear_button = $( " " )
                .attr( "tabIndex", -1 )
                .attr( "title", "Clear Entry" )
                .insertAfter( input )
                .button({
                    icons: {
                    primary: "ui-icon-close"
                    },
                    text: false
                })
                .removeClass( "ui-corner-all" )
                .click(function(event, ui) {
                        select.find("option:selected").removeAttr("selected");
                        input.val( "" );
                    input.data( "autocomplete" ).term = "";
                        self._trigger( "selected", event, { item: null });
                    // work around a bug (likely same cause as #5265)
                    $( this ).blur();
                });
            }
    },
    destroy: function() {
        this.input.remove();
        this.button.remove();
        this.element.show();
        $.Widget.prototype.destroy.call( this );
    }
    });
})( jQuery );
CSS (.hjq-combobox is a wrapping span)
.hjq-combobox .ui-button { margin-left: -1px; }
.hjq-combobox .ui-button-icon-only .ui-button-text { padding: 0; }
.hjq-combobox button.ui-button-icon-only { width: 20px; }
.hjq-combobox .ui-autocomplete-input { margin-right: 0; }
.hjq-combobox {white-space: nowrap;}
Note: this code is being updated and maintained here: https://github.com/tablatom/hobo/blob/master/hobo_jquery_ui/vendor/assets/javascripts/combobox.js