UPDATE
I have reverted back to Jquery 1.3.2 and everything is working, not sure what the problem is/was as I have not changed anything else apart of t
This is a slightly different problem. With me the date picker would display but the css was not loading.
I fixed it by: Reload the theme (go to jquery ui css, line 43 and copy the url there to edit your themeroller theme) > Resave without the advanced options > Replace old files > Try not to change the urls and see if that helps as well.