I think they only get transferred when you're on a WiFi connection. Were you on the cel connection when you took the pics? If so, they should get transferred into the photo stream as soon as you reconnect to a WiFi network. According to the Apple site:
iCloud automatically pushes a copy of that photo over any available Wi-Fi or Ethernet connection to the Photos app on your iOS devices, iPhoto or Aperture on your Mac, and the Pictures Library on your PC.
i'm having the same issue with my 4S. photo taken on iPod touch works. photos uploaded via iCloud program for windows (PC) and iPhoto uploads on Photo Stream. but not for photos taken on 4S.
You need to make sure that each device has the photo stream turned on. Upgraded my 3GS to iOS5 on Wednesday and it worked just fine. Got the 4S yesterday and it worked on there too.
It does take a moment for the photos to get picked up, too. It's not instantaneous.
but my Photo Stream is on. it's been on all day on my 4S, while on wi-fi and hasn't uploaded anything up to my iPhoto. it downloads all the other photos fine from iPhoto or my iPod touch. but it won't upload.
and the same problem is happening to my dad's 4S. won't upload. just downloads from iCloud for Windows and mum's iPad.