That code works fine. You probably didn't see anything on the scope because it was too fast with the delays removed. However, you can't keep the delays as the phone will reply during the delay.
Before going any further you should get it working with hyperterminal. Check you have the right baud rate, start/stop bits, parity etc. I assume it should be 9600,n,8,1.
If that is correct then double check your wiring of the MAX232. See attached.
Edit, a 5V power supply also needs connecting to the MAX232.
Mike.