After upgrading my iPhone to 2.0, I ran into a couple of problems receiving messages. When I open the Mail.app, on occasion (3 to be precise), it attempts to connect and never establishes a connection. I left it in this state for a few days once, and it never connected, so no mail.
I solved the problem by exiting the Mail.app. You do this by opening Mail.app and holding the home button, the one with the square at the bottom of the iPhone. Hold it for about 10 seconds. Mail will close and you’ll be back at the home screen. Re-launch Mail, and all should be right.