Also, I have Handcent and my messages that are sent to my GV number also show up on the Handcent app. The difference that gives you a clue that it came in on the GV number, is that instead of just the message showing, it's preceded with the sender's name and a dash. Also, if it's the first time receiving the message from a person, it comes across on Handcent from a new unknown number, like a 406 area code or something. When I determine who it's from, I add the number to the appropriate contact and from then on out, the Handcent recognizes by name who it is. Oddly enough, if you call that number, it rings their phone too! If I respond to that number via Handcent, it also appears to stay on GV.
Now I can use the more appealing Handcent to continue the conversation. Still should initiate the conversation from GV app.