Looking at the Max7219 Application notes regarding supply biasing they recommend using a filter cap on the +5 side of the rail. This is used to reduce power supply ripple during peak digit driver current. In my case I was driving 32 LED's. I installed a 10uF capacitor right onto the +5V line (not the current resistor line) and all the LED's came on!
i just receive this MAX7219 and i use your code and in fact everything is work... so i was thinking something was missing or bad connection on your bread-board or supply line before reading your post... in fact you must always use cap near every ics. Let's say .1uF ceramic. for my case i use 0.1uF near pic, and max7219 + 10uF tantalum close to MAX7219 and at the input of the bread board. Supply line is really neat and clean. Tantalum is a great choice to avoid glitchs and noise caused by these ics.

Some people use 47uF electrolytic instead of 10uF tantalum. easier to find? cheaper? but bigger!!!

great to know everything is now working. Well, looks we have both learn about this MAX ic. What a great chip

regards