Fixed it.
The problem was that the MPU6050_raw sketch uses I2C address 0x68 as default, but the SparkFun board I'm using has AD0 tied to Vcc which sets the MPU6050 address to 0x69.
AD0 low is shown as a default on the SparkFun breakout board schematic but it looks like there is a solder bump on my board that sets AD0 high. I don't know why it's there. I didn't do it!
Changing ...
MPU6050 accelgyro;
... to ...
MPU6050 accelgyro(0x69);
makes the sketch work.
I figured this out by running I2cScanner which is found here: http://playground.arduino.cc/Main/I2cScanner
That sketch immediately told me that there was a device at 0x69.
Regards,
Riccati