Having spent hours reading this forum trying to get MMS working on my HTC Desire on 2degrees, Brendan had the answer which made it all work in this post http://www.geekzone.co.nz/forums.asp?forumid=97&topicid=60136&page_no=42#357984
The problem wasn't the settings, which are correctly given on this forum, it was a hidden APN for Vodafone that didn't show up in the APN settings but did under ApnManager (available free from the market). Deleted the Vodafone apn and hey presto my MMS worked.
My Desire came direct from Hong Kong so not sure if this has anything to do with this issue, but wanted to share my experience in the hope it might help someone else.
Thanks everyone for the great information on here.
