I checked that already. My mobile number has been associated for ages. Makes no difference - still no options to link in Messages.
Weird. One thing I noticed was that sometimes Apples servers are behind. Most likely the case today with all the software downloads. Keep signing out of Messages and then back in. That kicked it through for several people on here a few weeks back when we started testing 10.8.2
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Just dug a little more on here. You need to sign out (not just turn off) of iMessage on your iPhone, then sign back in. It will re-register with the network and should push out your mobile number. At that point, your number should be in preferences on your Mac and you should be able to select it. Some people are also having to Reset Network Settings on their iPhones to get it to register.