You may have to link other accounts (Facebook, Twitter) to your contacts, and it will then use those pictures in the stock messaging app. If you pull up a contact and edit it, you can see in the upper right corner where you can link contacts with social accounts (You will have to use the HTC apps for Twitter and Facebook in order to pull the pictures, if I'm not mistaken).
If you already have pictures set on your contacts from the phone, and they are not showing up, let us know.
To set the picture for your contact, that you see when you text someone, long-press one of your outgoing text messages and edit the contact.