List all blogs, but exclude the main site

I’ve never used it, but it looks like get_main_site_id is what you want to figure that out, so therefore your code might look like:

$mainSiteId = get_main_site_id();
foreach ($user_blogs AS $user_blog) {
    if ($userblog->site_id != $mainSiteId) {
        echo '<li><a href="'.$user_blog->siteurl.'">'.$user_blog->blogname.'</a></li>';
    }
}