You may notice the Edit Page option missing from the Site Actions menu on pages that use the list item templates (by default they are AllItems.aspx, EditForm.aspx, NewForm.aspx, DispForm.aspx).  First, make sure you have a web part zone on the page.  The site actions won't display Edit Page option if the page doesn't contain a single zone.

<WebPartPages:WebPartZone runat="server" Frametype="TitleBarOnly" id="Zone1" Title="loc:Right"><ZomeTemplate></ZomeTemplate></WebPartPages:WebPartZone>

However, even with the zone, the Edit Page option doesn't always appear.  This is a bug with SharePoint.  A workaround is to make sure the page contains at least one web part.  You can do this in SharePoint Designer by clicking on the "Click to insert a Web Part" link inside the webpart zone and then dragging a web part from the Web Part List menu.