It used to be difficult to combine Greasemonkey and jQuery (or any other javascript library). Looking into it again, I came across 3 methods and this comment from Stephan Sokolow:
For the record, the newest Greasemonkey versions should now provide a much better alternative to this.
See http://wiki.greasespot.net/Metadata_block#.40require for an example of how to efficiently load jQuery [...]
Greasemonkey + jQuery