Totally agree with you! We don't have it here in Southampton (SO16) either.. When BT are offering it for free almost as standard as I think most people get offered BT Privacy (I know my girlfriend's dad did when he moved to BT) when they sign up. It's crazy that such a simple, basic service is still not available in all areas.
What sucks more is that when I signed up with NTL back in November it didn't say anything about not having caller id in my area. I had to take the phone line with the TV on a 12 month contract, so if I want caller id I have to get a new phoneline with BT (well, reconnect the old BT line that's here) and pay 2 lots of line rental.
Rant over
I really hope Virgin can sort this out and maybe even make a Virgin Privacy product similar to BT's that's free and offers the same benefits.
Paul