I've just noticed that some of my required CCK fields are not available at the user registration page even though the settings in Content Profile, CCK and Content Permissions are correct.

A little trial and error resolved the problem by moving the fields out of their field group, ex., I have required CCK fields for City and State in a field group called Contact Information. The fields are not visible when they are associated with the group but are visible if placed on their own.

I'm not sure if this is truly a bug or by design but it seems to be unexpected behavior so should probably be documented.