I switched a month ago... similar story.
I also had some issues with receiving MMS. DO check the APN settings first. When I went through the support channel, they were very nice and tried to help... though I did get 3 different APN settings over several days. (If the ones on the web site don't work, PM me and I'll send you what I have.)
In my case, it turned out to me MY fault, not CC's. In my effort to sip data at the tiniest amount possible, I had somehow managed to set the Android setting for the messaging app to not allow background data. It took me a while to figure that out -- and I sort of had to figure it out on my own.
In my case, I could send MMS fine. Receiving was very delayed. And when I say delayed, it delayed forever.... until I sent one. Then all queued MMS would come down all in a row. I believe there is also an android setting for "download automatically". You might check that as well.