I'm having the same problem and have all the settings matched correctly and i still do not get a vibrate when i receive a text. I just had a certified like new phone sent to me and it does the same thing!
Also, make sure you have "Vibrate" enabled in your Messaging app. The stock app and Google Voice both have that option, depending on which one you use to message.
i have both the messaging settings and phone settings synced and was still not getting a vibrate on texts. Downloaded SMS Pro and love it vibrate works and can customize everything even length of vibrate and number of times. i would highly recommend it but now i can't figure out how to set my double tap home function to go to my SMS Pro messaging rather than the stock messaging app?