Ok well if you are in your messaging app and screen on, not getting a sound might be normal as it assumes you are looking at the screen. Could be a change to Froyo. I use handcent and I believe I get notified no matter what.
I'm brand new to the forum and I registered just for this problem. I'm using a Samsung Fascinate and recently upgrade my OS. Ever since then, my Notification sound and vibrate will just quit working. The only way to get it working again is by turning off the phone or pulling the battery. This is only a temporary fix as it will eventually stop working again.
Any ideas? I never had this problem before the upgrade.