Recently, I have been aseked this question and found bit of good solution as below:

I have a simple script that selects a class's and adds a class of selected to it and remove it from all other 's with the similar class. It all works perfectly, but I know that there has to be a better way to write this out, I just can't figure it out.. Does it involve something like this?

$('.adv-option-set a').click(function()
{
    // if clicked item is selected then do nothing
    if ($(this).hasClass('selected')){}

    // otherwise deselect all and select just this one
    else
    {
        $('.adv-option-set a').removeClass('selected');
        $(this).addClass('selected');
    }
});

$('.adv-option-set2 a').click(function()
{
    // if clicked item is selected then do nothing
    if ($(this).hasClass('selected')){}

    // otherwise deselect all and select just this one
    else
    {
        $('.adv-option-set2 a').removeClass('selected');
        $(this).addClass('selected');
    }
});

And below is HTML that has been provided

     <article id="filter">
        <ul id="filter-nav" class="option-set">
          <li>Filter: </li>
          <li><a data-categories="*" data-subid="all" class="selected">All</a></li>
          <li><a data-categories="tubs-and-showers" data-subid="tubs-and-showers">Tubs &amp; Showers</a></li>
          <li><a data-categories="countertops" data-subid="countertops">Countertops</a></li>
          <li><a data-categories="faucets" data-subid="faucets"><s>Faucets</s></a></li>
          <li><a data-categories="cabinetry" data-subid="cabinetry"><s>Cabinetry</s></a></li>
          <li><a data-categories="flooring" data-subid="flooring"><s>Flooring</s></a></li>
          <li><a data-categories="toilets" data-subid="toilets"><s>Toilets</s></a></li>
          <li><a data-categories="accessories" data-subid="accessories"><s>Accessories</s></a></li>
        </ul>
        <div id="advfilter" class="advfilter filter-nav hidden">
          <ul id="tubs-and-showers" class="adv-option-set1">
            <li><span class="small">ADV</span> Filter: </li>
            <li><a data-categories="modular">Modular</a></li>
            <li><a data-categories="custom">Custom</a></li>
          </ul>
          <ul id="countertops" class="adv-option-set2">
            <li><span class="small">ADV</span> Filter: </li>
            <li><a data-categories="marble">Marble</a></li>
            <li><a data-categories="solid-surface">Solid Surface</a></li>
            <li><a data-categories="laminate"><s>Laminate</s></a></li>
            <li><a data-categories="granite"><s>Granite</s></a></li>
          </ul>
          <ul id="faucets" class="adv-option-set3">
            <li><span class="small">ADV</span> Filter: </li>
            <li><a data-categories="">Coming Soon</a></li>
            <li><a data-categories="">Coming Soon</a></li>
          </ul>
          <ul id="cabinetry" class="adv-option-set4">
            <li><span class="small">ADV</span> Filter: </li>
            <li><a data-categories="">Coming Soon</a></li>
            <li><a data-categories="">Coming Soon</a></li>
          </ul>
        </div>
      </article>

Here is the solution:

$('[class^=adv-option-set] a').click(
    function()
    {
       $(this).addClass('selected');
       $('[class^=adv-option-set] a').not(this).removeClass('selected');
    }
);

It is very simple but most effective and reduce code redundancy as well.