I was having this exact problem the other day; it took me a while to figure out, but because I have DEP and ASLR enabled, I had to configure cgminer to opt out of both in order for scrypt to work.

I can't seem to get stratum to work consistently using only guiminer (currently v2012-12-03). I still have to use the mining proxy to guarantee that I'll connect to a pool using stratum.