I am going to chime in again here on a couple of things...
I've noticed a few posts where some of you have two devices, and when you turn iCloud off on one device, the push works fine on the other. But some of us, like me, only have one device: the iPhone, and this device does not, and has NEVER worked since the inception of iCloud (around October 12th).
I have been working with an Apple tech over email since the end of October, and one of the tests he had me perform was to set up a test email account. This test email account on iCloud also failed to push emails to my phone.
Apple finally approved for me to get a new phone (at that time they probably thought the issue was with the phone and not iCloud). The new phone ALSO stopped pushing.
I have also noticed posts from people who have the brand new 4S, people who did not migrate from Mobile Me, and people who live outside of the US that also have this problem.
So.... in my humble opinion, setting up a new iCloud email address will not work, a new phone will not work, the brand new 4S will not work, and moving to another country will not work. I have performed a variation of every single "work-around" listed on this thread, as well as many, many other tests suggested by my Apple tech, and so far nothing works for more than about 3 days.
I'm not trying to be a bummer here, and I continue to hope that someone on this thread will come up with settings that work - but it's a major Apple iCloud issue, and Apple better start figuring this out. Maybe they knew iCloud wasn't working properly, and this is why they offered it for free for the first year!