When and where to load styles & scripts ^{1) & 2)}

» If you are enqueueing scripts and styles, you will want to use one of these three hooks: «

• wp_enqueue_scripts (for the frontend)
• login_enqueue_scripts (for the login screen)
• admin_enqueue_scripts (for the admin dashboard)

» Don’t let the names fool you — they are for both scripts and styles. We’ll probably add equivalent *_enqueue_styles hooks in 3.4 just to make it more obvious, but these hooks have all existed for some time now.
A possible incompatibility with WordPress 3.3 could arise if you are using the wp_print_styles hook to enqueue styles — your styles may end up in the admin.
The fix: Use wp_enqueue_scripts instead. Yes, it’s that easy.
Edit: Yes, the same goes for registering styles. Registering or enqueueing (styles or scripts) should occur on *_enqueue_scripts. «

Pathes should stay relative ³⁾

Keep in mind that there’re

• Plugins
• MU-Plugins
• Drop-Ins
• Themes
• Themes in directories registered via register_theme_directory( $dir );

Debugging

1^st check if the <script> is present in your pages source code.

   ✓ → The file was hooked

   × → The hook is wrong (mostly too late)

2^nd check if a file is missing with your Chrome Dev Bar or FF Firebug.

   ✓ → The file was found

   × → The path or filename is wrong (mostly typo or wrong path function)

3^rd try to call the file from it’s path manually to determine if you have no typo.

   ✓ → The file was found

   × → The path or filename is wrong (mostly typo or wrong path function)

Notes about sources:

^{1. Above is a quote Quote from WP Devel about where to add calls to wp_enqueue/register_script/style():}

^{2. Look at the related codex page to read the same about the hooks to use}

^{3. Another answer here on WPSE about pathes, that sums up whatcan be read in codex}