I had this exact same symptom, I couldn't even get the included example in the template config file to work using zaabix_agentd -t, but then I tried it from the zabbix server (the monitored agent is a different host). In that case it worked, bot for data collection and using zabbix_get.
I think the issue for me was that the config file was set to only allow connections from the single Zabbix server I have, so that was blocking zabbix_get and maybe even zabbix_agentd -t. The latter in particular seems odd, but this does work for me using 1.6 on OS X.
ok, there seems to be a quite significant fsckup with some procedure.
speaking trunk :
revision 6205 supposedly fixed this problem;
revision 6243 reverts change done in 6205.
additionally, revision 6246 reverts changelog entry for this fix.
1.6 branch had this change reverted in revision 6242.
1.6.1 was tagged from /branches/1.6:6247 - thus all 1.6 releases so far have been broken in this regard.
there goes my plan to upgrade to 1.6.2...
forgot to add - reapplying the change (moving the single line) for current trunk makes user parameters work again
see http://www.zabbix.com/forum/showthread.php?t=11560 for some bisect on what happened in svn.
supposedly the fix was not correct and broke other things - would have helped many users to see that mentioned in the svn log message...
So how can we have workable solution of this?
Both -t and -p parameters do not take into account user parameters. Period. User parameters work absolutely fine, you can query them from Zabbix server or using zabbix_get utility.
The issue will be fixed anyway.
Alexei
Ok. But what if I want to use UserParameters for active checks?
I would like to stress that UserParameters work absolutely fine in all cases (passive, active checks) except when querying with -t or -p.
updated summary to reflect the actual problem.
additionally, latest versions of zabbix agentd now display a warning about user parameters not working with -t, so that hopefully will help to mitigate the confusion caused 
is zabbix_agent working a masked problem in it or something to lift a solution from ?
The agent should be improved to allow use of user parameters using -t and -p flags. I f -p flag is given, a flexible user parameter should assume than no key parameters are given. For example:
UserParameter=test[*], echo $1
When -p flag is specified, test[] will be executed (parameters are empty strings).
Available in pre-1.8.3 in r12102.