I have Nokia N95 8GB and it had developed same problem. In fact its a common problem with this set. It has nothing to do with the mobile service you use. It's just specific to Nokia N95 as other guys also experienced this. and it is pretty annoying. Following are the things you can do.
1) Delete your phone and mass memory. You don't need to delete everything. Just first delete all msgs from ur inbox and sent msgs. if they are above 1000, then most likely this is the case the msgs are not going. Try again now. If the problem doesn't go then delete unnecessary files, applications, pics, videos etc.
2) Even after emptying most of your memory, the problem persists, then you have to go for ultimate solution. That is just give your cell to any cellphone shop and ask him to re-boot the software, something they call 'flash' or 'flush'. The downside is you lose all the stuff stored in your cell and your cell is literally like brand new. However you can store all ur contacts and other critical stuff as you can ask the guy there to store it in another sim and then retrieve it.
This problem occurs due to excess storage. It repeats after some months, however you can try to send the msgs in outbox after sending them to draft mode again.
I had flushed my cell's memory twice (within a gap of 3 months). But since one year now the problem has not reoccurred. I just keep on deleting all my inbox and sent msgs after storing all important msgs in 'My folders'.
