You need to get through 3 Steps:

1. Disable and then re–enable iMessage on your phone (this triggers the registration process with Apple servers). Go to: Settings > Messages
2. Open Messages in Settings on other iOS devices and disable and then re–enable. This will add your phone number to the list. You need to select it (a tick mark appears next to it). You will now receive messages on this device too.
3. On OS X devices (10.8.2), open Messages and choose Preferences (from Messages menu) and then choose Accounts. You will now see your number and can select to receive messages on that device. When you do this, you will get notifications on the other devices confirming that is enabled.