Following up from Locked out of my own blog and password reset not working:
After posting the question I decided to give the password reset route one last try and this time the e-mail did come through and I was able to get back into the blog.
It took me a total of four attempts to reset the password before it finally worked. Given that the first three e-mails were apparently sent but didn't arrive and the last one arrived very quickly, what should I be looking for in my set up that would cause this feature not to work? Or is this just a feature of e-mail that I must live with?
There's been no indication that the e-mails were bounced by my ISP or that they've been marked as spam. My ISP is also my web host and domain name registrar.
I'm still running Wordpress 2.9.2 (as I said before it's a very infrequently updated blog and the next task is to upgrade to 3.0.4), but I do remember having this problem before with previous versions.