I use jQuery UI 1.8.16 incl. the "smoothness" theme on a text input field. In FF FireBug, I can see all necessary dependencies for the slider appear:
The theme is also loaded and all sources are checked. When inspecting the form field, the slider seems to be attached. But for some reason the slider doesn't appear as "slider".
Screenshot including FireBug
make sure the slider css is there. That would be the only thing i can think of. Maybe you didn't check the slider option when downloading the theme.
Edit: Moved from the comments. Some will work because there is ui-widget. So sometimes thats all it uses. For certain ones it has it's own, like slider.