Yes, ATK uses its own Qt, you cannot (and must not) use some other Qt with ATK.
agg is really just for piping the output to a file, so it will not work with show() (although it shouldn't give error messages, just not do anything).
The backend to use for show() is TkAgg. On my Ubuntu that seems to work as default, but perhaps you can try
import matplotlib as mpl
mpl.use('TkAgg')
import pylab as P
P.figure()
P.show()
If it doesn't work, please post the exact error message.
ATK comes with all backends provided, so it's not a matter that they are missing; check the contents of
atk-2009.11/nlpython/lib/python2.6/site-packages/matplotlib/backend. However, most of them require additional packages, so only TkAgg and Agg (and pdf, ps, svg and other file format exports) are enabled out of the box.
Make sure you haven't modified any files in the installation tree. Also, there might be some conflict with environment variables...