PHP generally creates logs on your server. (as defined in your php.ini) I was thinking that it might have a verbose error message about why the mail isn't getting to your intended destination. Alternatively, you are using a real address as the from address right? (so you can get bounce back messages). If you aren't you might want to try that. The way i see it the basics are:
1. the mail isn't being sent (hence php error log check)
2. the mail is being blocked by your smtp host. (should generate a bounce back)
3. the mail is being blocked by the users host. (should generate a bounce back)
4. the mail is being delivered and the users client is putting it somewhere. (aka filters, rules, etc).