When Google show "site links" on search results? I checked on Google Webmaster tools and see Google updated site links for my site. But when I tried search with: Mydomain.com, Google still doesn't showing up my site links.
Sometimes it takes a while for them to trickle out to search results. Also I have noticed that they can show up in certain datacenters first then roll out to others gradually. For instance try searching with google uk or google india or google us and you may find them in one of those searches.
Just keep working on your site by building content and getting links and they'll show up. Sometimes it helps to get some links to the pages that google shows as a site link.
For a long time Google has only shown a sample of a website's links when you search for link:www.domain.com. For some reason you usually get more results when you add a space between 'link:' and your domain name. It is not a big deal if all of your links do not show up though. They may still be helping your rankings. Just keep plugging away and get more links on a regular basis.
I just got sitelinks for one of one sites. But I also cannot see them search results. I guess we have to wait for some time before sitelinks will appear in results.
I've got sitelinks but they only appear for certain keywords when I'm number one in the results, i.e. they don't appear for every phrase for which I'm number one. Google Webmasters shows I have different sitelinks to the links that currently appear in SERPs and I'm waiting for these to filter through to the SERPs as they are a better set than the ones currently displayed.
Just wrote a detailed write up on why and when at http://www.seroundtable.com/archives/018190.html Hopefully it will help.