If you get error message like these on Debian Lenny/Etch (after an system upgrade):

• No run directory defined for , cannot stop
• No run directory defined for , cannot start

you might want look into that file: /etc/default/saslauthd

START=yes
MECHANISMS="pam"
MECH_OPTIONS=""
OPTIONS="-c"
THREADS=5
OPTIONS="-c" 

if it looks like that you should add the following:

NAME="saslauthd"

and change the options to:

OPTIONS="-c -r -m /var/run/saslauthd"

Now sasl should start as expected... enjoy!