there are a number of factors that may be at work, but I will only focus on one of them
you are doing a good thing by testing with your own email addresses -- especially with a few different ones
before giving a more detailed explanation, let me share an important instruction from my own email confirmation page:
It may seem strange in this day of "instant" everything, but sometimes the confirmatin email may get delayed (and sometimes for hours).
after you have subscribed using your own test email, go back into your CK account and check your subscribers -- it is very possible that your email is listed as an "unconfirmed subscriber" and it has a dot by the email address that indicates that it has "bounced"
in that case, just go about you life few hours and then check back into your email -- if the same thing happens for you as did for me, that email will now be fully subscribed
hope this helps