There is nothing wrong with mental ray at all. There are limitations with maya such as pfx, some layerd shaders, mayas glows maya area lights and subd's that dont work but as you know this after reading the documentation, try a simple test with a grid and cube with 1 light. First render without textures, then place simple texture and render again . Assuming your instal went correctly, I am not sure what is causing your render errors. Do the test and see..
