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I just got my play, started texting, realized there was no feedback. Went to settings and it was already checked.
I've restarted the phone, updated, ect.
Any ideas guys?
open the messaging app -> open a conversation -> tap on the input box -> tap on the little wrench -> make sure vibration on keypress its selected
also since you just got your phone install PC Companion on your PC and look for the 2.3.4 update
make sure you backup everything beforehand
this is how
Make sure you backup everything using the Backup & Restore app
if you need the app you can use this link instead to download the apk
http://www.megaupload.com/?d=I5CJUPJV
How to install it
You need to
go to settings -> applications -> check unknown sources
download IO File Manager
https://market.android.com/details?id=org.openintents.filemanager&feature=search_result
download the backup & restore app, transfer it to your SD card, use OI file manager to find it -> tap on it -> install it
Contacts
just to play it safe sync your contacts w/ google if you haven't already
SMS/MMS
if you don't want to use the backup & restore app then
Install "backup SMS" to back up your SMS and MMS to your Gmail
https://market.android.com/details?id=com.zegoggles.smssync&feature=search_result
or your SMS use
"backup & restore SMS"
https://market.android.com/details?id=com.riteshsahu.SMSBackupRestore&feature=search_result
or for your MMS use "Save MMS"
https://market.android.com/details?id=com.schwimmer.android.mmsextract&feature=search_result
Call Logs
And for call logs this is great
https://market.android.com/details?id=com.yang.android.ansta
if you want 2.3.4 and its not available on your network/country you can install it manually
Im new to android but hey, Is that the orig. update from SE? or some custom firmware thing?
tha above link is custom firmware thing 
it is from Sony Ericsson
but its not the original update..he asked this only 
Dude, uliwooly-wooly, you're always on the ball and amazingly helpful, thank you for being so quick, too!
Hooooowever, I am still not getting any feedback. It vibrates on call/text/ when I hold down the lower ringer volume button just great, but I couldn't find the wrench (maybe i'm blind or just have to be in 3.2.3?), so I looked in settings and both "haptic feedback" and "vibration on keypress" are on for sure, and they were on before I made my post. Maybe it's just some weird bug or i'm just dumb and need it pointed out to me (actually, i'll make a youtube video when i get up) but even then, it would be a handy thing for me to have again 
...wow, I just didn't notice it like I was able to on my X10. It's been working fine the whole time, it just doesn't feel as good as on my x10 or other phones i've used -_-. Thanks a lot for the tips guys, I appreciate it 