@ Shoes - what HTC do you have, is it the HD2?
Not familiar with the latest WM but from what you say Android would be good for you, not because its necessarily better out of the box but because you can do loads with it....
If you don't like the SMS app then install another one... lots of people do install Chomp SMS or Handcent... I use the standard one myself.
There is also a big community for modifying and installing custom roms.... including a "ROM cooking kitchen" where you can literally pick and mix what you want from the original rom and from the decent extras (literally tick the boxes for what you want) and then it builds you the ROM to flash....
I'm surprised all this isn't available for the HD2 if thats what you have or for any HTC... there is a big community for all HTC phones.
EDIT
To add to Tek's post, I use the Sense UI on my Hero as I do think its very good. However there is a Vanilla Android Rom I could flash if I wanted to ditch it.
Another edit... if you do have the HD2, as I remember the cnet review of the HD2 said that the only thing that made it usable was the Touch Flo UI