EDIT:
It seems the issue is to do uploadify not having a session, therefore it could not access the page I was sending it to.
So make sure you point it to a page with no admin login security ;)
This was due to an issue with the url that uploadify was accessing. As it has no session it couldn't retrieve anything.
Check the documentation for the "on" functions. Looks like you've got the wrong arguments for onAllComplete. If you're only uploading single files then just use the onComplete function. That's what I ended up doing. The video example I watched had the arguments interchanged as well so maybe they changed the signature in a recent version which would explain part of your trouble.