I am using DiGi on iphone 4s running iOS 5.01... had the same problem of delayed messages with Whatsapp for the past 2 days....

An hour ago, I went to Settings > Notifications > WhatsApp and made sure the Notification Centre, Badge App Icon, Sounds and View in Lock Screen options are set to "ON". * I previously had the View in Lock Screen option as "OFF".

It has been working fine (i.e. messages received without delay) ever since... Hope it works for other users out there....

Let me know whether it works for you too...