I'm using the debian compiled bitcoind command line interface.

I've just sent an example transaction to a friend.  That worked fine.

The problem is that I haven't received the change.

I sent 1 bitcoin; and the transaction has appeared in the block chain.  The change was delivered back to a different address, that I can't see anywhere in bitcoind output.  "bitcoind listaccounts" shows all my accounts with their original values, and one "" account with a negative value.  My total balance is therefore correct.  But, how can I now spend that change?  I can't see its address anywhere?

Why didn't bitcoind give the change to the same address that the payment was sent from?

I'm not that interested in accounts at this stage, is there any way to get bitcoind to list all addresses in the wallet and the current balance on them?

It wasn't so much the change to a different address, it was the change going to an address I had no way of finding (other than using blockexplorer, which average users really shouldn't have to understand).

Perhaps it's my use of the command line client that is the problem.  I don't suppose this problem would have occurred in the graphical version.

That's fine; I understand that.  An account is just a label written against an address, and is an entirely local construct.

But the way the balances are calculated make it look like nothing has happened.  Here's what I saw:

• $MYADDRESS has 10 BTC (bitcoind listreceivedbyaddress)
• I send a coin to my friend (bitcoind sendtoaddress $FRIENDSADDRESS)
• Block explorer shows that it has happened, with change to some new address $CHANGEADDRESS
• ...but bitcoind doesn't (using bitcoind listreceivedbyaddress)
• I go searching for this address, it must be somewhere because my local bitcoin generated the transaction (bitcoind getaddressesbyaccount shows nothing even for the empty account)
• The only clue is that my total balance is right (bitcoind getbalance), I can find no way to get bitcoind to tell me the change address
• Using the address I know exists from blockexplorer I can get bitcoind to reveal the balance (bitcoind getreceivedbyaddress $CHANGEADDRESS)
• I guess that the problem is that the address has no account written against it (bitcoind setaccount $CHANGEADDRESS "Your Address")
• It now starts appearing in bitcoind output
• The list of transactions is obviously lies.  bitcoind listtransactions "" shows the sending of -9 BTC
• bitcoind listtransactions "Your Address" shows the original input, and the change being returned which means bitcoind getreceivedbyaccount now shows +19BTC.  I don't have 19BTC on that account or either of the addresses in that account.
  
• I get the feeling that I've managed to split one half of a double entry transaction into one account and the other into another, with no way of resolving it. 

My problem is that that $CHANGEADDRESS was utterly unknowable by me; the balance associated unknowable by me without information I got from an external source, and familiarity with the bitcoin technology.  Then when I do manage to get it to appear, it's made a muddle of all the figures in the wallet.  It's just ridiculously confusing.  I suspect that it's all been done in the name of reducing confusion, but there is no way I could explain what happened in the above sequence to a muggle.

Bitcoin is designed to pretend that the concept of "change" doesn't exist. It lies about address balances and offers no ability to see change addresses.

For almost all cases, this is the desired behavior. Unless you are doing something very unusual, you probably don't actually need to see how change was handled.