We had a problem, with Iphone ( Iphone4 ) users on Exchange 2010 SP1, published with UAG ( Unified Access Gateway server, includes TMG(Treath Management Gateway))
The Phones could synchronize mail, but only when recieving mail. When sending mails, nothing happened - no errors, and no indication that the mails was not send.
Exchange team, has a blog with "known issues" with Exchange 2010 SP1:
If you see bullet 7, there's a solution - but this didn't help us.
Then we saw, on other blogs, that we were not the only one with this problem - but none with solutions.
This problems, was solved, by updating the Iphone via Itunes...
We have found no description of the update, or any indication by Apple, that the problem should have been solved with a update.
But this was the case for us - hope this helps some of you with this problem.
But please notice, that the issue on the Exchange team blog, should be solved also - the update is not enough if the remote domain, is not made according to the blog.