I got my Droid replaced - My old was rooted and had a 2.1 image and everything. This one is stock, but it has been so long - aren't the keyboard and four main buttons supposed to be back lit? Because mine aren't. What did I do?
Your backlit buttons should definitely be coming on if you're in a darker area when you turn the screen on. The sensor normally determines if the backlit buttons should be on or off. Even in bright sun, the backlighting, at least for me anyway, will come on for a half second or so before shutting back off because they're not needed.
If they're not coming on at all, I would definitely return it to Verizon.