Connecting Arduino Uno to a breadboard.

nanohex:
One thing I have found with some el-cheapo breadboards is that the horizontal power lines are NOT connected to each other.

This is not because they are el-cheapo. This is done intentionally to allow for more flexibility in power distribution. If they did not do this, it would be a real pain if you needed to distribute 2 or even 3 voltages on the one breadboard. My $259 3M ACE breadboard is set up this way, and I appreciate it very much. It can hardly be called el-cheapo.

They are usually connected in groups of 3 or 4 five tie-point segments. 3-4-3 on a board like that one, so your resistor is not connected to ground. Run a small jumper from the end of the 3rd segment to the beginning of the 4th segment on the ground side. This should get ground to the LED resistor. If is still does not work, try turning the LED around.