In regards to your GV question, I don't believe you can filter calls through it if that's what you're asking. If you set it up as your primary voicemail service, all calls will get forwarded to your GV voicemail if you don't answer the phone.
I like GO because I think it has a cleaner interface than Handcent. They're both very similar in basically every aspect though. Handcent may have a few extra options (GO is fairly new).
You can disable notifications in the stock messaging app. Open up the stock messaging app and hit the Menu button, then go to settings and uncheck the Notifications box. This will prevent you from getting double notifications in both the stock app and Handcent, or any other third party messaging app.
As for a different dialer, I'm not 100% positive. I've never tried to install a different dialer, but I know the Marketplace does have a few dialer replacements in it.