user_load() and EntityFieldQuery not found when running script via Drush
Ok, WOW, I found the error by running my script with the -d option:

drush -d scr /path/to/my/script.php


I noticed in the log it spewed out that it was getting an error connecting to the database. I apparently had messed up the privs when I set them up. I regranted the privs and my script ran just fine. 

The error message about not being able to find a function was a total red herring.