I think something is going on with email.
My email, and my husbands emails (all of them yahoo) are doing the same thing - they are NEVER automatically delivered to the phone. I checked all the sync and data settings and they're all correct. I have 2 different yahoo accounts, one set up as "email" and one set up as "yahoo" neither one works (when you go to the add accounts there are options for "Email" or "Yahoo! Mail").
I've even tried removing and readding the accounts and it still didn't work.
My next step for tonight was going to be to wipe the phone and start from scratch, this is really bugging me.
I love this phone, but coming from blackberry where everything just WORKED (push on ALL of my emails, not just gmail, facebook notifications etc), I'm a little disappointed.