The <?php wp_footer(); ?> works for me!
I had the same problem on my main site and this fix solved it . The Illacrimo Theme I'd just switched to didn't have the line in the footer...
However, another of my sites, my wife's, http://jillrees.com still doesn't collect stats and it hasn't for a while. I always suspect it is a WordPress ID thing as I'd changed the ID for her own after I'd initially set it up. Her new theme includes the line in the footer so it's not that problem. However, it's low down on the priorities to fix!
I, like others, naturally assumed the fault was the WP2.5 upgrade, but I actually tried a few new plugins and themes at the same time. So the moral is that I broke the cardinal rule of:
one change - test - another change - test - etc