A friend of mine has a HTC Desire and every so often it play a little tune (like a message notification) even though there are no messages or calls. What's causing this?
It might be caused by a notification set for a calendar event (or a task, if you have a task organiser that integrates with the calendar). I found that if I dismissed a calendar notification, it would continue to activate but it wouldn't appear in the notification bar! I had to go through my calendar, look for events with notifications, and disable any outstanding ones that I found.