While I was debugging one day I suddenly ran into a message that my main class was not found (NoClassFoundException). I did a clean/build and they were in the build/classes directory. But when I hit the debugging step program key I got the class not found message and checking the build/classes directory they were gone. Visions of conspiracies. What apparently has happened was a corruption of the ~/.netbeans/6.9/var/cache directory. Before doing the next command close out the Netbeans IDE. Issuing "rm -R ~/.netbeans/6.9/var/cache/*" cleared out the problem. After another clean/build (which took somewhat longer than normal) everything worked fine again.
Update 09/30/2014: After having gone a couple of years without this comming up it happened to me again after I got a low memory warning from the Netbeans IDE. When I went looking for the cache directory mentioned above it had been moved. Around version 7 and later it is now located in the user's home directory at .cache/netbeans/<someVersion>. Using "rm -rf .cache/netbeans" solved the problem once again.