You can define custom Header in the dropdown of the control using templates. JQDropDownList supports the jQuery Templates engine. Just set the HeaderTemplateID property to the ID of the defined template and it will be used in the Header.
@using Trirand.Web.Mvc

<!DOCTYPE html>
<html lang="en-us">
<head>
    <meta charset="utf-8">
    <title>jqDropDownList for ASP.NET MVC - DropDown Header</title>    
    <!-- The jQuery UI theme that will be used by jqDropDownList -->
    <script src="~/Scripts/jquery-3.2.1.min.js" type="text/javascript"></script>
    <!-- The jqTreeView client-side javascript -->
    <script src="~/Scripts/trirand/jquery.jqDropDownList.min.js" type="text/javascript"></script>
    <!-- The jqTemplating javascript -->
    <script src="~/Scripts/trirand/jquery.jqTemplating.min.js" type="text/javascript"></script>
    <!-- The jQuery UI theme that will be used by the grid. -->
    <link rel="stylesheet" type="text/css" href="http://code.jquery.com/ui/1.12.1/themes/redmond/jquery-ui.css" />
    <!-- The jQuery UI theme extension jqTreeView needs -->
    <link rel="stylesheet" type="text/css" href="~/Content/themes/ui.jqDropDownList.css" />
</head>
<body>    
    
    <script id="headerTemplate" type="text/x-jquery-tmpl"> 
        <div class="ui-widger ui-state-default ui-corner-all" align="center">&nbsp;Select an item&nbsp;</div>
    </script>


    @(Html.Trirand().JQDropDownList(
                new JQDropDownList
                {
                    Height = 150,
                    Width = 150,
                    HeaderTemplateID = "headerTemplate",                    
                    Items = new List<JQListItem>
                    {
                        new JQListItem { Text = "One", Value = "One" },
                        new JQListItem { Text = "Two", Value = "Two"},
                        new JQListItem { Text = "Three", Value = "Three"},
                        new JQListItem { Text = "Four" },
                        new JQListItem { Text = "Five" },
                        new JQListItem { Text = "Six" },
                        new JQListItem { Text = "Seven" },
                        new JQListItem { Text = "Eight" },
                        new JQListItem { Text = "Nine" },
                        new JQListItem { Text = "Ten" },
                        new JQListItem { Text = "Eleven" },
                        new JQListItem { Text = "Twelve" }                        
                    }
                }, "dropdownlist"))
            
    <br />
    <br />
    <br />
    <br />
    <br />
    <br />
    <div>
          
    </div>
</body>
</html>
using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.Mvc;
using Trirand.Web.Mvc;

namespace MVCDemo.Controllers.DropDownList
{
    public partial class DropDownListController : Controller
    {
        public ActionResult Header()
        {
            return View();
        }         
    }
}
Switch theme:


Theming is based on the very popular jQuery ThemeRoller standard. This is the same theming mechanism used by jQuery UI and is now a de-facto standard for jQuery based components. The benefits of using ThemeRoller are huge. We can offer a big set of ready to use themes created by professional designers, including Windows-like themes (Redmond), Apple-like theme (Cupertino), etc. In addition to that any jQuery UI controls on the same page will pick the same theme.

Last, but not least, you can always roll your own ThemeRoller theme, using the superb Theme Editor

To use a theme, simply reference 2 Css files in your Html <head> section - the ThemeRoller theme you wish to use, and the jqGrid own ThemeRoller Css file. For example (Redmond theme):

<link rel="stylesheet" type="text/css" media="screen" href="/themes/redmond/jquery-ui-1.8.2.custom.css" />
<link rel="stylesheet" type="text/css" media="screen" href="/themes/ui.jqgrid.css" />