Exchange is the way to go if you want true push. Mobile me is more of a send than a push and not as reliable as exchange from all the reports I have heard.
When I am logged onto the exchange server directly it usually takes less that 10 seconds for it to show up on my iPhone.
Personnaly I prefer the way the iphone just lets me know that something new is happening while it is still in my pocket. No need to pull it out to see if I have recieved a response to an email or sms. At the same time the flashing lights of other devices wake me up while I can easily sleep through the hum of the iphone.
I didn't want to like it but I have to admit it really works well for me.
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