Sorry for late reply, have been on vacation for a few weeks.
To isolate the caller id problem, try putting your iPhone's SIM card into another GSM phone (preferably an unlocked phone, or phone on the Rogers network), and see if calls to that phone show the caller number info. If yes, its a problem on your iPhone. If no, then its a problem with the Rogers settings on your mobile phone account (which can only be fixed by Rogers).
You could also just go to your local Rogers store and tell them to 'make it work'.