I was just about to post for help on this same topic, but my problem's just fixed itself in the last hour, and I'm not sure why, but I'll relate the steps I took below.
The problem started when I upgraded from 2.1.1 to 2.1.3, changed my permalink structure from the default to "date and name based", and moved my blog from mydomain.com/wordpress to mydomain.com root.
After that, the site was only displayed as though I was not logged in, with no "edit" link after each post and no "site admin" link. Furthermore, my posts-in-progress wouldn't preview, whether I'd saved, added a slug, or no. I could still post, and edit posts, but only through the "login" link.
So I deactivated and reactivated all my plugins and changed my permalink structure to the default and back, saving the settings and attempting to preview a post between each step. None of these actions appeared to do anything. Then I went to sleep, woke up, and had breakfast. Since it was sunny I decided it would be a good day to detox, so I had Irish Breakfast tea with milk and one lump instead of coffee, a buttered crumpet, half a grapefruit, half a chicken sausage fried with halved cherry tomatoes and some diced white onion, some perfectly ripe pear slices, and some marginal goat brie. Then I watched some random youtube videos of tai kwon do knockouts and took a shower. Now it works!