Getting iMessage to work on 3G can be a right pain in the ass. You can sail straight through the verification on WiFi, but as soon as you try the same thing in 3G it won't have any of it. (And you have to do it on 3G otherwise it won't bloody work when you're out and about).
Only way I found to cure it was a restore of the device.
There's some serious bugs/issues in the configuration and operation of iMessage.
Yes, in the iMessage settings, you have it set to send via your iCloud account. You need to go into it, and from inside there you need to log out of icloud. I had this, as did a friend of mine.