[jQuery] How can I get the value of any control I click?

I have a form with five buttons. Each one may have a different
value. I can't figure out how to get the value and put it in an alert
box. I can't find in the docs where to look. I found .val(), but not
how to really use it. I don't want to select a specific button, I
don't know which on the user will pick.
Thank you.