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I think the messages should *always* be there. Maybe the admin/user could choose *how* they are shown but I don't they should be allowed to be removed. You never know when an unexpected error is going to crop up and you need to try reposting, etc...
As for how it is shown, I guess the options are like the current intermediate page in xoops, or just showing the message on the target page (e.g. sourceforge does this after posting a bug/message). The latter is easily done with cookies as described above, or maybe better, with session variables. The problem is that it is generally not a very good idea to generate output after a POST request, so you still need a redirect, but it can be an immediate one with no intermediate page. The message is shown once you get to the final page.