I've done it this way in the past, JsFiddle:
CSS:
.radio-option {
cursor: pointer;
height: 23px;
width: 23px;
background: url(../images/checkbox2.png) no-repeat 0px 0px;
}
.radio-option.click {
background: url(../images/checkbox1.png) no-repeat 0px 0px;
}
HTML:
<li><div class="radio-option"></div></li>
<li><div class="radio-option"></div></li>
<li><div class="radio-option"></div></li>
<li><div class="radio-option"></div></li>
<li><div class="radio-option"></div></li>
jQuery:
<script>
$(document).ready(function() {
$('.radio-option').click(function () {
$(this).not(this).removeClass('click');
$(this).toggleClass("click");
});
});
</script>