To fix our phone number display problems with TMobile, we just go to Options --> SIM Card --> Edit SIM Phone Number, type it in, hit enter. and do a ALT-CAP-DEL and it shows up just fine, however for Cingular, we always have to call them to do an "Over the air Activation", where they send some sort of code to the BlackBerry and, voila, the phone number displays properly. Cingular sets their SIM's as read only or something, so only this "Over the Air Activation" can set this, the problem is that the "Over the Air Activation" doesn't work perfectly, so sometimes you have to keep calling them each day to try it again. For our Verizon BlackBerries, they've always been correct after dialing the *22899 thing.
The other vendors we use in the world doesn't seem to send down the phone number, but we're able to manually type it in to the SIM Card, like TMobile, so we're relatively happy, just the pain of keeping to remind users to help us set it, so it looks nice from the BES Manager