If you want to just make life easy, include jQuery in your layout/ masterpage and call it a day... it's only going to get downloaded once (< 30k if you use the packed version) and cached on the user's browser whenever the first page is loaded, so it's not like it's downloaded again and again on all page loads
Otherwise to load javascript from within a user control, WebResource will do the trick http://weblogs.asp.net/dwahlin/archive/2007/04/29/creating-custom-asp-net-server-controls-with-embedded-javascript.aspx As for checking for already loaded, Google-ing "check if jquery is loaded" shows this simple if statement: http://groups.google.com/group/jquery-en/browse_thread/thread/c155ed907e3d479d
