Automatically Removing Lines When A Field Has No Value

I'm using a query to concatenate data from a table into a specific HTML format. I would like, however, to find a way to remove lines of HTML when there is no data in a specific field.

Example:

If I were to create a list of available colors of a shirt like so:

<ul>
<li>[Color1]</li>
<li>[Color2]</li>
<li>[Color3]</li>
<li>[Color4]</li>
</ul>

but if there were only 3 available colors, I'd end up with this:

<ul>
<li>[Color1]</li>
<li>[Color2]</li>
<li>[Color3]</li>
<li></li>
</ul>

I need to find a way to get rid of that last vacant tag. I image there's some kind of code I could write (if x is null, clear line17, or something like that) but I wouldn't even know where to start with that.