My iMessages aren't syncing at all between my CDMA iPhone 4 and my iPad 1. It's rather frustrating. iMessage is on on both.
I too picked my head about this.
I have found that it only syncs (sends to both devices, iPad and iPhone as an example) when the txt conversation is initiated via a send to the other party's registered Apple ID email address (preferably the one listed in thier contact information on your device). You choose to send the txt to someone by looking them up within the iMessage app and instead of picking the contact that shows with their phone number you pick he contact the shows up with their email address. Send the IM, then you'll see your txt show on both your devices. When they reply it'll show up on both your devices.
The kicker is you'll need to train your friends that have iOS devices to send txts via that method if your like me and want to be able to have either or device to grab and txt from and continue the txt conversation on either device at will.
It's a bit convoluted and I wish Apple explained it better in their demos. I still believe they could have made the app smart enough to do this seamlessly with a default toggle to send all txts as data or not to iOS users. Of course the 2 requirements are that he user needs to be on iOS5 and their Apple ID email addy needs to be in your contact info and vice versa.