Remember, the free night is not by calendar year, it is by account year. So if you opened your account in say, may, you should then get the free night every may. You can call chase and ask them when your account anniversary is and that will tell you when you should get your free night certificate.
One way to check if you got it would be to simply log into your marriott account and see if it is in your certificates.
My account anniversary is April 12th, I called Chase - my credit card company and inquired about my free cat 5 certificate. The CSR I spoke to said they send it to Marriott on the day of the anniversary, but it can take Marriott 6-8 weeks to post to the account. I checked last year and mine was in the account about 3 weeks later - I wish they would speed up the process, since it has already been "earned."
I've definitely had the same experience - I get an email saying congratulations, and then it takes until the next statement cuts to actually post. I agree it's frustrating when you end up paying for a hotel when you should have the Cert. Seems Marriott could easily fix this process so that the cert POSTS on the anniversary - they just have to have the will to do it.