Include jQuery plugin in WordPress

A better method is to use the built in WordPress hooks in your functions.php with conditionals if needed ( for instance to load it only on certain pages).

For hooking into admin you can use admin_print_scripts for hooking into the front you can use wp_print_scripts or one of the many other action hooks.

For example:

   // This is site wide ( I think)

    function add_your_scripts() {
        wp_enqueue_script('jquery');
    }
    add_action('wp_print_scripts', 'add_your_scripts');


   // same example but in admin only

    function add_your_scripts() {
        wp_enqueue_script('jquery');
    }
    add_action('admin_print_scripts', 'add_your_scripts');

A great example from codex deregister the built in jquery.js and registers the one hosted on google,

function my_scripts_method() {
    wp_deregister_script( 'jquery' );
    wp_register_script( 'jquery', 'http://ajax.googleapis.com/ajax/libs/jquery/1.6/jquery.min.js');
    wp_enqueue_script( 'jquery' );
}    

add_action('wp_enqueue_scripts', 'my_scripts_method');

Also not there is a filter suffix for some of these hooks ( I just learnt about this)

For instance if you want to load scripts only on 1 page you can (using first example above).

add_action('wp_print_scripts-yourcustom-page.php', 'add_your_scripts');