I had problems with two xbee using 0018.
Serial.print just seemed to send numbers instead of asci characters.
Using the loop back test from x-ctu was most confusing. x-ctu always sent correctly, arduino #1 receieved correctly but things went wrong from there.
My post of 18.03.2010 shows the solution that worked for me but it doesn't tell you which file to change. It is cores/[board]/hardwareserial.h
Obviously you need to ensure that you have the correct serial speed. After altering the cores/[board]/hardwareserial.h everyting worked very easily even at 115k baud!
For me, I do now have two, three ++ xbee terminals connected to arduinos communicating between themselves and/or to the pc usb.
When I first hit the problem I updated the xbee firmware using x-ctu. It didn't seem to make a difference or solve the problem but I thought I should mention it.