Category tags?

This might seem like a silly question, but how do you insert the category it belongs to for each post? I’ve done this before in older versions, but I can’t remember how to do it in this one. And when I use <?php the_category() ?>, it inserts the name of the category in a list tag with a link to the category page. I don’t mind it linking to the category page, but is there a way to take it out of the LI tags?