You can load the data into a jquery object before adding it to the DOM, and make any adjustments there.
Like so: http://jsfiddle.net/uGgk4/1/
$(document).ready(function(){
$(document).on('click', 'a', function () {
$(this).unwrap();
});
$(document).on('click', '#primaryMenu', function () {
alert('yeee');
});
var jqxhr = $.getJSON('http://whateverorigin.org/get?url=' + encodeURIComponent('http://www.wiiu-info.fr/') + '&callback=?', function (data) {
var loadedData = $(data.contents);
loadedData.find("a").unwrap();
$('#main').empty();
$('#main').append(loadedData);
});
});
First I wrap the data contents in jquery, and I access the elements before appending it to the DOM.