What I'm doing is building menu or UI "components" that can then be blitted to the screen. For text blitting I'm using a slightly modified version of r.a.f.t's GLFont and TexturePack, @raft, I hope this is OK
. And for the menu item containers, I'm just using dynamically created bitmaps of whatever colour the dev would like his/her menu to be. Am also using TexturePack for this. Then simply handle the click events by polling the click coords with the coords of each menu item and fire your own custom event.
I also thought about having an activity for handling menu operations, however, it made more sense to me to have an OpenGL based menu, whereby, you could, for example display a pause menu over your scene and will allow you to add screen controls to your game, like pause, change weapons, etc.
I hope this helps, it will be interesting to hear other ideas also, I'm sure there maybe better solutions to this.