After setup/transfer, I rez the toy, see the anims, hear the sounds, but nothing happens.

This is a somewhat rare and intermittent problem that affects a few unfortunate avies at times. It's a Second Life database corruption issue.
   
To fix, you need to re-setup:
  1. Click the HUD logo, or say "/1."
  2. Hit "re-setup" on the menu.

If you get the same problem again, try re-setting it up again in another sim, until it works (it will work, eventually).