This is somewhat of an old topic, but digging through a myriad of ways of including jQuery into a website that doesn’t use it (eg. Wordpress having Prototype and such), I stumbled upon a bookmarklet written by John Resig that loads jQuery into the current DOM and enables you to run an onload function that executes when the library’s ready to use.
Here’s the page where the process is documented with an example of manipulating Digg using jQuery. The approach used with this bookmarklet is useful because it enables you to turn on the noConflict mode without manually waiting for the library to load. You do this by replacing the comment fragment in the bookmarklet with jQuery.noConflict() inside the onload handler and hey presto! you have jQuery enabled and available via jQuery.*.