Is it possible to have a seperate background for the lock screen? I can't seem to find an option to change it. I've tried selecting a photo and choosing set as, but it only gives me the option for background or icon. If I go into the Sounds & Displays setting, there is no option for setting backgrounds. I can't understand why this wouldn't be an option.
Look for an app called "widget locker" in the market. Highly customizable for alternate wallpapers.
Also, the only problem right now is the lack of support for HTC widgets on the lockscreen. BUT...try "SMS Unread Count." It has custom widgets for dialer (missed calls) Gmail and the real Android messaging smiley face widget. Put these on your lockscreen along with the voicemail widget and you should be able to see if you have missed anything that your unreliable LED won't stay on to show you