jQuery_ui slider doesn't load for anonymous user
I found the quick answer : Add this line in the module using jquery_ui to call jquery_ui when needed.

drupal_add_js('https://ajax.googleapis.com/ajax/libs/jqueryui/1.8.11/jquery-ui.min.js', 'external');


or this:

drupal_add_js(drupal_get_path('module', 'jquery_update') .'/replace/ui/ui/minified/jquery-ui.min.js');


The question now is : is this the best way?