[jquery] jQuery, get ID of each element in a class using .each?

I'm trying this to get the id of each element in a class but instead it's alerting each name of the class separately, so for class="test" it's alerting: t, e, s, t... Any advice on how to get the each element id that is part of the class is appreciated, as I can't seem to figure this out.. Thanks.

$.each('test', function() { 
   alert(this)
});

patrick dw's answer is right on.

For kicks and giggles I thought I would post a simple way to return an array of all the IDs.

var arrayOfIds = $.map($(".myClassName"), function(n, i){
  return n.id;
});
alert(arrayOfIds);