I had the same issues, mail not being received. I was using the latest versions of WP and Contact Form. As my website was playing up I deleted everything and reinstalled WP (latest version) and 2.4.5 version of the Contact form. Now it works. I am also slowly getting all the mails I sent to “myself” when I was checking the form!
Now I don’t know if it’s because I wiped my website and did a total fresh installation of WP then used the prior version of the Contact Form, OR because I used the 2.4.5 version. I never thought to try the previous version BEFORE I wiped it clean. Maybe someone might want to try the 2.4.5 version and see if it works for them? I don’t know if theres a copy around, if not get in touch and I will mail it to you.
Hope this helps
Anthony