1. Use "show sdm prefer" to check what SDM template you're running. Has to be "routing" or "routing extended-match" (the latter only necessary for policy routing). This does *not* show in config, and requires a reload to take effect. What it does is optimizes the switching hardware memory for making layer 3 decisions.
2. Check that you have "ip routing" in the config. It activates routing, and will complain if you missed step 1.
3. Use "show vlan" to check that the VLANs exist in the VLAN database. As you probably run VTP in server mode by default, you don't see the VLANs in the config (the "interface VLAN ..." commands are virtual interfaces - it's quite possible to have those without having the VLANs themselves configured - reason for IOS to allow that is probably to not make us go AARGH by killing the layer 3 config when VTP accidentaly kills a VLAN). To create a VLAN just use "vlan 123" in config mode.
4. You *don't* have to have anything connected to any of the VLANs (at least not on the 3750 - it may be the case with 3550). As soon as you define a layer 3 interface for the VLAN ("interface vlan..."), it should become active and respond to pings.
5. This is basic, but easy to forget in the middle of an IOS config job: Check that you have the address of the switch in *your* VLAN as your default gateway when testing (if you're testing from a workstation in a VLAN - I suspect you may be in VLAN239 and that this may be the problem, as that VLAN works), otherwise, it won't know where to find them.
I do both regular and policy-based routing on 3550's and 3750's, and it usually works like magic. However, step 3 above often gets missed, which is usually hard to notice (when you use VTP) as it doesn't show in the config.
hth
