In WordPress 3.1, the introduction of admin bar on non-administrative page was fantastic!
If you do not see the Admin bar after upgrading to WordPress 3.1, you could be missing wp_header() or wp_footer() in your custom theme.
This is a very simple fix, open up your header.php & footer.php.
In your header.php, check whether wp_head() has been called above the closingtag:
<?php wp_head(); ?> </head>
Then in your footer.php, check whether wp_footer() has been called above the closingtag:
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<?php wp_footer(); ?> </body> </html>
If you are missing these functions, just add in according to the example given above. Save your file(s) or re-upload it.
You should be able to see the Admin bar once you hit refresh on your WordPress site.