Do you have the NetworkManager and wpa_supplicant services installed and running? (I'm not sure if wpa_supplicant is even required anymore, but it certainly doesn't hurt).
Once the NM services are running, a good way to troubleshoot is to start small and enable progressively more security settings on your router - restarting NM every time.
For example, disable all security of your router and enable SSID broadcast. Restart NM. Your access point (AP) should be visible in the NM applet and you should be able to connect no prob.
Next, enable simple 40-bit WEP on your AP. Restart NM and try to reconnect. This should work no prob.
Then move on to simple WPA. Again, restart NM after your make the changes to you AP. This step is not normally required for day-to-day use, but since we're debugging, it's a must. If you can see and connect to WPA at this point, try other things like disabling SSID broadcast (you'll need to connect manually now), or higher forms of WPA encryption.
As with all debugging, start small, have patience and the problem will reveal itself.
Other info you can provide us:
Code:
/sbin/ifconfig
/sbin/lspci
or if using a USB wifi adapter
/sbin/lsusb