Is this an upgrade or a new installation?
If its an upgrade then don't assume the files are the same in /Data/skins and copy them to /Data/Sites/1/skins and overwrite the older files.
The way to troubleshoot this problem.
1. Look in the Administration > System log for any errors that may be related.
2. View the source of the rendered page and copy the url for the ...csshandler.ashx... and then paste it in a new browser window. Do you get an error or do you see css?
Is this site running on a private network where users do not have internet access?If so you may need to host the jquery and YUI files locally instead of consuming them from the google CDN which is the default.
Hope it helps,