You probably do not have the correct APN files anymore. These let your phone know which towers to connect to. You may have used a ROM that was based on a ROM from another carrier (like Sprint). Try this:
1. Boot into recovery and make a nandroid backup.
2. Download a ROM with the correct APN files, like Plain Jane (basically a stock ROM with root). One version of Plain Jane can be found here:
hxxp://ip208-100-42-21.static.xda-developers.com/showthread.php?t=718092/ ( I don't think I can post links yet so change hxxp to http)
3. Do a full data wipe in recovery and then install the Plain Jane ROM.
4. Reboot into the new ROM.
5. Make sure 3G and Sync is on and you should get all your missed text messages, once everything is finished syncing.
6. On the market, grab the app "APN Backup & Restore".
7. Run APN Backup & Restore and bachup your APNs. The app will create a folder on you SD card with the APN files. Hold on to those files and if you wipe your SD, make sure you back them up somewhere.
8. Then you can restore to your nandroid backup or load any other ROM. The just run "APN Backup & Restore" and restore you APNs.
I hope this helps you.