It's a common error, but all the answers don't solve my problem :
When I start mysql, I have :
ERROR 2002 (HY000): Can't connect to local MySQL server through socket '/var/run/mysqld/mysqld.sock' (2)
So after reading some answers, I change it in my.cnf to /var/lib/mysql/mysql.sock and also /tmp/mysql.sock but I have the same issue each time.
In desperation, I remove mysql.sock in /var/run/mysqld, but it's not created when I do
mysqld start or
service mysql start (after stopping each).
I'm on Ubuntu 10.04, with a LAMP server.