The following two tools enable testing of connection to an Exchange server
- Microsoft Exchange Remote Connectivity Analyzer
http://www.testexchangeconnectivity.com/ - Exchange ActiveSync MD by MobilityDojo.net
http://mobilitydojo.net/2010/03/30/rolling-your-own-exchange-activesync-client/
The first one is Microsoft’s own, the second one can be run on any computer so its easy to rule out any firewalls and gateways that might mess with the traffic. Unfortunately the MobilityDojo one only tests ActiveSync. The Microsoft one can test more connection scenarios.