Sorry, I've been busy all day and only just seen all these replies!
There's a lot to respond to but I'll try to answer most of the questions.
I'm not uneducated. I've got a master's degree in mechanical engineering and I am the director of an engineering consultancy working in a highly specialised industry. However, I'm genuinely interested to hear that I may have been perceived as being thick throughout my entire life (I'm mid-30s now).
When it's pointed out to me and demonstrated clearly, I can hear the difference between f and th, but until my wife brought it up I'd never ever noticed it in everyday speech. As I said before in the thread, if i make a conscious effort to pronounce th properly I can do, but it's awkward and sounds exaggerated, and doesn't flow with the rest of my speech.
I've got to (roughly) where I want to be in life with my speech as it is, and I don't intend to bother trying to correct it now. You could say that's lazy, but I disagree. I would say lazy would be wanting to do something about it but not having the motivation to actually do so. I don't actually want to bother doing anything about it.
However, I take on board the comments about my daughter growing up with an aspect of her speech, learnt from me, that may suggest to other people that she's thick. It's something I will keep an eye on, but I do wonder if it's only a certain type of person that would judge someone's intelligence based on their pronunciation of "three". Nonetheless, there clearly are plenty of those people around! I get really annoyed when people say things like "should of" instead of "should have", "try and" instead of "try to", and confusing their/there/they're etc, but I don't consider mispronouncing "th" to be in the same category. It's a physiological thing relating to hearing and speech development, and not indicative of a lack of intelligence or education.
I do have bad hearing. In everyday life i often can't hear things that other people can hear. I've been tested at the doctors and have been told I don't have a hearing problem though. I havent bothered getting a second opinion.
I'm seeing my mum over xmas and will ask her about this issue.
When I posted it I wasn't sure I'd get any replies - I had no idea how strong some people's views are about it!