UPDATE: this is fixed in jQuery 1.2.6 and later, see ticket #2709.
After upgrading our code base to use the latest jQuery 1.2.3 (previously we were using 1.2.1) our testers discovered a quite ridiculous bug in IE 6 that caused jQuery to fail (IE 7 is fine, which is why we didn’t experience it development). The issue manifested itself as the script error message “Problems with this web page might prevent it from being displayed properly…”
Line: 24
Char: 76
Error: Invalid Argument
Code: 0
...
…and various document.onready handlers not running.
Of course line 24, char 26 doesn’t really help much because IE always seems to get this a few lines out of whack and with the minified version of jQuery it would be way out. So I replaced the minified version jQuery.js with the uncompressed version, cleared the browser cache and re-visited the web app in IE 6. This then gave line 659, char 4 as the offending location:

After whacking in a several alert()s in the lines in the vicinity of 659, it turns out the issue is with head.removeChild(script) in the globalEval function, 4 lines up. Obviously.
So, why was head.removeChild failing? I put the following debug code in:
alert(head.tagName) // displays "HEAD" as expected
alert(script.parentNode.tagName) // displays "BASE" !!!
So, it transpires that our pages having a <base> tag within the <head> contributes to the issue. IE 6 seems to get totally confused as to the structure of the document HEAD when there’s a self-closing or unclosed BASE tag. BASE tags I suppose are quite rare and this is probably why this issue doesn’t appear to be commonplace. (The BASE tag is in there for legacy reasons in our code, but they’re also quite useful when you save the source of HTML pages they still pick up images and script from the originating server which is handy for debugging automatically-generated HTML.)
So, before, the offending base tag looked something like this:
<base href='http://example.com/blah' />
After some experimentation it appears IE6 doesn’t exhibit its odd behaviour if you do this instead:
<base href='http://example.com/blah'></base>
Job done.
Update: Chris Venus comments about the reason for the weird behaviour in IE6 and earlier. Previously <base> was interpreted as a container, which could appear multiple times in a document: different sections within the page could have different bases, so would logically end up wrapped within each <base> (now there’s a feature everybody wanted, right?). Because of this, <head> got treated as a “section” of the document and elements added to it ended up as children of any <base> it contained rather than siblings. See IEBlog: All your <base> are belong to us.