I am having this same problem (I just posted a little while ago on this thread: http://wordpress.org/support/topic/56418)
My wp-content directory has the correct permissions set but WP still can’t write to it. The only way to get it to work is to upload wp-content/uploads/2006/01 etc as incredipete described, but this seems awfully cumbersome.
I am having this same problem. My wp-content folder has the correct permissions set, but WP 2 can’t create the uploads folder. When I manually created the uploads folder and set the permissions on it, WP then wasn’t able to create the 2006 folder.
Is there another solution, other than manually creating the folders myself?