I've had this issue on two phones since I've been with T-Mobile starting in April 2013. So I know it's not just my Sidekick 4G. I've tried a lot of things after chatting with 5 T-Mobile reps about having a problem not being able to send/receive MMS, and finally this is the fix I've found (was not a fix T-Mobile told me about, btw, lol):

Do a battery pull on your activated phone and remove the SIM card. Reinsert SIM card and battery and turn the phone back on. Turn your bluetooth on.

Since I've done these two things on both my Sidekick 4G and Samsung Relay 4G I've had no problem sending and receiving MMS!! No problems in the stock messaging apps OR Go SMS! wOOT!!! :beer:

If anyone tries this, hope it works as well for you!