I have been using the HTC_IME keyboard since I first got my X10 last July, it was the one thing I missed on my X8 when that arrived and it wasn't available, altho I subsequently found it and then when I got my Neo last week I was straight on to XDA to see if someone had sorted it out for Gingerbread. I have to say that I have never had this issue on any three of the phones. I am running the stock SE rom but I do use Handcent never the stock app.
My X10 is a UK T-Mobile branded device but the X8 and Neo are both unbranded, unlocked world generic devices.
Be interesting to see if the same happens when you try a thirdparty SMS app like Handcent,
To disable the double notification you just need to go in to your message settings on the stock app and disable the notifications.