I use WordPress for many of my clients, including myself, so I’ve been ecstatic over the changes since 3.0. However, in 3.1 I noticed that some of my WordPress sites displayed the new admin toolbar on their pages, while others did not. If you are logged in and just see a blank space with no admin bar, you are probably missing the wp_footer() tag in your footer.php file. Once I added that in, poof, problem solved.
<?php wp_footer(); ?>