I'm all sorted out. Since we weren't very far along, I just deleted everything and started over. No exceptions thrown this time, so I'm all caught up.
By the way, adding print statements to setUp() didn't help (tried that even before I posted).
JUnit must be redirecting standard output somewhere, but I haven't figured out where yet. That's why I had to add assertTrue( false ) ; originally to verify that setUp() was being called.