This is a bit of an old post, but there is actually a way to do an onclick operator that calls a function instead of going anywhere in ASP.NET
helper.ActionLink("Choose", null, null, null,
new {@onclick = "Locations.Choose(" + location.Id + ")", @href="#"})
If you specify empty quotes or the like in the controller/action, it'll likely add a link to what you listed. You can do that, and do a return false in the onclick. You can read more about that at:
What's the effect of adding 'return false' to a click event listener?
If you're doing this onclick in an cshtml file, it'd be a bit cleaner to just specify the link yourself (a href...) instead of having the ActionLink handle it. If you're doing an HtmlHelper, like my example above is coming from, then I'd argue that calling ActionLink is an okay solution, or potentially better, is to use tagbuilder instead.