if you kill the messaging app, does that mean you won't get incoming messages?
I believe that it would re-start the messaging app when an sms has been recieved; not 100% sure though. Messaging is one that I put into the "ignore" list.
I honestly leave mine, it frees up less than 1mb of memory to terminate it, and it's always restarted everytime I launch the task killer. It doesn't eat at the battery either, so I've just accepted it.