So here its is June, 2013 and I have the same problem on my windows system. Not a hint of why it will not start. After spending 2 days installing and uninstalling jre, jdk and scenebuilder itself and trying all different PATH and CLASSPATH assignments, I finally downloaded Scenebuilder 1.1. That works, for now.
Sometimes, when there is a crash or when closing the software, SceneBuilder does not exit and stays in memory (even if the window is no more accessible). When this happens, sometimes (not always), it prevents other instances of SceneBuilder from being launched. You may want to check for that too because it still happens to me with on the latest 1.1 builds on a regular basis.