"No video device available"

I’m trying to use SDL for OpenGL output on Linux (Debian Sarge), but I
get the error message “Couldn’t init SDL: no video device available”.

I have tried the tips in the FAQ (setting $DISPLAY to :0 and running
"xhost + localhost") to no avail. I /think/ I have all the X11 headers I
need. At least I have a bunch of files under /usr/include/X11. Any other
ideas what could be wrong?