I have a issue not really a problem but it is kinda getting annoying. This phone out of the blue sometimes will chime for no apparent reason the same thing with the led light. It will sometimes start randomly flashing and won't go off until I pull down the status bar but there is no notification there. I checked the roaming settings and changed that but I have the same problem. If anyone has a clue of why this is please share.
I think it has to do with the multi-tasking issue. An app in the background gets killed while in the suspended state while a notification is active and when you open the app later, it generates the notification state even though you've acknowledged it.
At least I'm pretty sure that's what happens when I use Handcent.
I'm pretty sure I know what it is as I had the same problem and seem to have fixed it.
Have you got the Yahoo app? Its the default sound for notifications and chimes even when you have notifications off. Just go into sound via settings > account settings > notification settings > choose sound and change to "no sound". Hope this helps.