Hello,
In the past, I've always used the build-gnuradio script to install everything with great success. This ensures that I have all the latest versions of both GNU Radio and UHD.
However, I recently got a new machine and installed Ubuntu 14.04 on it (I haven't had any issues with 14.04 before). I updated the OS to the latest version and then tried using build-gnuradio. Immediately I started having issues. First, the script was unable to install git, cmake, and other dependencies. However, I was manually able to do a "sudo apt-get" on all of these packages and at least get to the point where the script tries to install UHD.
Now I've run into a strange issue where "make install" for UHD appears to put all the .hpp files in the right place, but the script fails because it can't find the uhd_find_devices command. I've tried to manually make install UHD with the same effects. It tells me that all the .hpp files are in the correct directory, but I still cannot locate the uhd_find_devices command. Note that running build-gnuradio with the verbose flag set didn't throw any errors that I can see.