Turn your wifi of and see if you are on edge or 3g when at home. I'm on edge at my home and most of the time MMS will just time out.
One other thing that can cause you problems with MMS on iPhone 4 is the size of the files/pics. The resolution of IP4 is much higher than the 3g/3gs and the pics taken with IP4 are well over 1mb in size. Sending a file that large over Edge, which can be anywhere from 40 to 150kbs, is gonna take awhile. You could use an app like PhotoGenie to re-size your pics before you send them and see if that solves your problem. It would sure be nice if the messaging app in the iPhone would give you a choice to re-size pics before you send them like the mail app does.
There are also some messaging apps in the app store that will let you use wifi, but the stock app does not.