I've had my phone for a week and a half and had the backlighting on the buttons disappear for the first few days of ownership. I quickly hopped online only to find that others were complaining about the same thing, but so far, nobody had posted a fix.
Hopefully what worked for me, will work for you as well. I was able to fix the issue by disabling Task Killer from the Android Market. I believe the 'Build Ignore List' feature within Task Killer doesn't include the back lighting task so my setting of Aggressive was killing the lighting task while the phone was shut off (this is another setting I was using is to kill tasks when screen is off).
It's been 3 days and several power cycles and the buttons still work. I wrote to the Task Killer developer to let him know what I found and I'm hoping there will be a fix. Good luck!!
Update: lighting went out again at the end of the day on day 5. I Rerbooted the phone in a dark room and the lighting came back on. Very strange...