To the original poster: Your numbers don't actually look like you're anemic right now. I would check with your doctor, but usually over 12 is considered "normal" for women. If you're at 12.9, I would assume the dr won't give you an iron transfusion because he doesn't want to risk iron overload (this can be fatal).
The reason the doctors are saying it's not possible to feel better immediately is that it take time for the iron to have an effect through the production of new RBCs. They live for 120 days, so the older, low hemoglobin ones take a while to be replaced by newer healthier ones.
If your doctors think you're not absorbing iron, you should be checked for celiac disease. This can also cause depletion of other nutrients (I found out my lower back pain was because I was low on Vitamin D, too.) Have they checked you for other malabsorbtion problems? (Crohns, celiac, etc?)
Finally, it's not the MCV that indicates iron stores (MCV is "mean corpuscule volume" or the average size of your RBCs) but ferritin. Ferritin is what they use to measure the iron stores in your body. I'm amazed everyone is getting transfusions for this. My ferritin was 1 for several months and they just kept me on oral iron therapy. It's very slowly helping, though.
Hope this helps clarify a few things.