iMessage is a great replacement for SMS on iOS5, but it’s not obvious how to set it up to work with the same conversations on multiple iOS devices. I’d thought that this wasn’t necessary, but I didn’t get messages in the right place until I made these changes. You’ll need to do this on all of your iOS devices. Only the iPhone is pictured here - the iPad setup is simpler because it defaults to using email.
From Settings > iMessage, choose Receive At.
Add your email if it’s not listed.
Now you’re set up to receive messages at your email address instead of your phone number, but you need to tell people you’re sending messages to that they should send the return messages to your email address so you can get them on your iPad (which shares your email address, but not your phone number).
Choose Caller ID:
Make sure your email address is selected, not your phone number.
That’s it - you should now receive messages on both devices.