Toggle buttons in menu

How do you create toggle buttons using game objects, or do i have to use the GUI System? Or can i use a combination of both? How do you create something like [this][1]?

Thanks.
[1]: - YouTube

If You want GUI buttons, so read this:

http://docs.unity3d.com/Documentation/ScriptReference/GUI.Toggle.html

http://docs.unity3d.com/Documentation/ScriptReference/EditorGUI.Toggle.html

http://answers.unity3d.com/questions/13457/toggle-gui-button.html

http://docs.unity3d.com/Documentation/Components/gui-Controls.html

You can also use GUI textures.