My Ubuntu client doesn't have any menu options that I can see. I just have 6 buttons across the top that say Overview, Send Coins, Receive Coins, Transactions, Address Book and Export.
Do more options become available once it has fully synchronized with the network?
You suffer from the no icon/no menu bug on ubuntu 12.04 and 12.10. No worries.
You can just start it from the command line with
and when you close it it will do the same thing.