In Messaging, if you haven't delete all your old messages.
If you have had your phone for 9 months and haven't done any updates or haven't cleaned it....it is like a computer, it does need maintenance.
Easiest thing to do would be to just back everything up (do a sync to backup your contacts, and copy all the stuff off the phone by copy and pasting or drag and dropping everything on your computer) and then reinstall 2.1.
But there is no need to do that yet. Simply try and clear out old messages first. Once I have over 500 messages I do notice the messaging app slows down.
Dude above is probably right and if it is intermittent then it may have something to do with the connection to your provider.
One more thing....if your provider changed their MMS settings. Try this...can't hurt...only takes seconds if it is an option.
Hit Menu button, open Settings is the top option Sony Ericsson? If it is, select it and chose to Download Settings, this will get the settings from your service provider.
For all you know they changed the settings or added another server...or are transitioning users to a new server.