I am using following code to get my menu.
My problem is Span is not getting added and I want to remove the first separator.
<div id="sub_nav">
<?php $menuParameters = array(
'container' => false,
'echo' => false,
'items_wrap' => '%3$s',
'depth' => 0,
'before' => '<span id="separator"> | </span>'
); ?>
<?php echo strip_tags(wp_nav_menu( $menuParameters ), '<a>' ); ?>
</div>
The output I got is:
<div id="sub_nav">
| <a href=""> Fashion Insider</a>
| <a href=""> Leasing</a>
</div>

strip_tagsis why you're not getting your span tags. Its only set to allowaor anchor tags. See answer below – AndyWarren Feb 28 at 17:44