How To Include CSS and jQuery in my WordPress plugin?

Accepted answer is incomplete. You should use the right hook: wp_enqueue_scripts

Example:

    function add_my_css_and_my_js_files(){
        wp_enqueue_script('your-script-name', $this->urlpath  . '/your-script-filename.js', array('jquery'), '1.2.3', true);
        wp_enqueue_style( 'your-stylesheet-name', plugins_url('/css/new-style.css', __FILE__), false, '1.0.0', 'all');
    }
    add_action('wp_enqueue_scripts', "add_my_css_and_my_js_files");

For styles wp_register_style( 'namespace', 'http://locationofcss.com/mycss.css' );

Then use: wp_enqueue_style('namespace'); wherever you want the css to load.

Scripts are as above but the quicker way for loading jquery is just to use enqueue loaded in an init for the page you want it to load on: wp_enqueue_script('jquery');

Unless of course you want to use the google repository for jquery.

You can also conditionally load the jquery library that your script is dependent on:

wp_enqueue_script('namespaceformyscript', 'http://locationofscript.com/myscript.js', array('jquery'));

Update Sept. 2017

I wrote this answer a while ago. I should clarify that the best place to enqueue your scripts and styles is within the wp_enqueue_scripts hook. So for example:

add_action('wp_enqueue_scripts', 'callback_for_setting_up_scripts');
function callback_for_setting_up_scripts() {
    wp_register_style( 'namespace', 'http://locationofcss.com/mycss.css' );
    wp_enqueue_style( 'namespace' );
    wp_enqueue_script( 'namespaceformyscript', 'http://locationofscript.com/myscript.js', array( 'jquery' ) );
}

The wp_enqueue_scripts action will set things up for the "frontend". You can use the admin_enqueue_scripts action for the backend (anywhere within wp-admin) and the login_enqueue_scripts action for the login page.

To include CSS and jQuery in your plugin is easy, try this:

// register jquery and style on initialization
add_action('init', 'register_script');
function register_script() {
    wp_register_script( 'custom_jquery', plugins_url('/js/custom-jquery.js', __FILE__), array('jquery'), '2.5.1' );

    wp_register_style( 'new_style', plugins_url('/css/new-style.css', __FILE__), false, '1.0.0', 'all');
}

// use the registered jquery and style above
add_action('wp_enqueue_scripts', 'enqueue_style');

function enqueue_style(){
   wp_enqueue_script('custom_jquery');

   wp_enqueue_style( 'new_style' );
}

I found this great snipped from this site How to include jQuery and CSS in WordPress – The WordPress Way

Hope that helps.

Put it in the init() function for your plugin.

function your_namespace() {
    wp_register_style('your_namespace', plugins_url('style.css',__FILE__ ));
    wp_enqueue_style('your_namespace');
    wp_register_script( 'your_namespace', plugins_url('your_script.js',__FILE__ ));
    wp_enqueue_script('your_namespace');
}

add_action( 'admin_init','your_namespace');

It took me also some time before I found the (for me) best solution which is foolproof imho.

Cheers