Connecting Arduino Uno to a breadboard.

One thing I have found with some el-cheapo breadboards is that the horizontal power lines are NOT connected to each other. Use a multimeter to check this. Sometimes, just the rows of 5 have connections within themselves but not with the other adjacent rows. Also are you using pin 13 to drive the LED? I believe that pin already has a series resistor attached! LED's won't turn on below a certain voltage, I think. Double check that you plug in the wires to the same row as your LED pins (this may seem trivial but I've blown up a couple of ICs not checking this...), and that your LED is not plugged in backwards (remember, the long lead is positive. If you look inside, you'll see a couple of metal axe-like things. One's big and one's small. The big one is negative. Big axe = negative = bad).