Did you restore any apps + their app data? I would:
1) full wipe it again (delete dalvik, delete data, system, etc)
2) restore it with the OEM Stock Rom
3) test MMS (if it works try using an App called APN backup. you can find it on the market)
4) back up your APN
5) mount your SD card to your computer and back up your SD card
6) format your SD card (FAT32). don't just delete the contents of the SD card. Do an actual full format. It takes longer yes, but it ensures a better success.
7) put the newest version of MIUI back on there
8) boot to recovery and do a full wipe again
9) restore using MIUI, DO NOT RESTORE ANY APPS
10) do a MMS test, if it doesn't work try download APN Backup from the market and restore your APN settings.
This will help you narrow down if it is just a ROM issue (maybe another bug the devs may need to know about) doubt it since I am running 1.2.25 and it is working fine, or if this an APN issue with the phone. Hope this helps.
