Settings>Sounds>Notification ringtones> pick one.

This will be the sound when you boot up or shutdown.

I don't think you can add your own sound

 

I use ChompSMS and they do not conflict. Two different sounds. As for the hack I have no idea.

 

It doesn't interfere with either. Simply go into your stock messaging app and disable the notification alerts, particularly since you are using Handcent. Then, select whatever notification sound you want from general settings.

 

I use Handcent and have set up a unique tone exclusive to texts. I have another one set up for emails, and lastly, I have the default notification tone for almost all else, which includes powering up and off. At no point have the default tones and the Handcent tones conflicted. The only "bother" I have is to set up my special email tone everytime I reboot the phone, as it reverts to the deafult selection, but I don't reboot often.