Try this

$.getJSON('Test.aspx?DepotID=' + DepotID, function (sites) {
                        alert('test2');
                        $.each(sites.d, function (index, elem) {
                            $("[id$='<%= ddlSiteName.clientid %>']").append($("<option></option>").val(elem.SiteID).text(elem.Site));
                        });
                    });