I managed to get mines to work, an UNO is pinging a nano as we speak (we're on the same thing ATM it would seem) - what color are yours to check if we have the same hardware?
mines:
I'm using the ping examples included in the Mirf.zip package
http://playground.arduino.cc/InterfacingWithHardware/Nrf24L01
The pin loadout seems different - I'll edit this post in a bit with the ones I use
EDIT:
In the example sketch they specify:
MISO: 12
MOSI: 11
SCK: 13
CE: 8
CSN: 7
Using the same on both UNO and nano and it works.