well, if it is in fact roaming I have not figured out where that setting would hide. I searched across the web and found the older Evo had the same issue, the setting is inside "wireless & networks" or something, a menu item that we no longer have in Ice Cream Sandwich. I've tried long pressing over everything and gone through every single menu item looking for a notification to disable, no luck.
It woke me up a few times last night, it goes off at work, and if I'm listening to music it interrupts that. I've now submitted a tech support ticket with HTC. I cannot deal with a phone that makes random noises all day and night. I'm also fairly sure that the noise isn't even a standard notification, it's certainly not the one I picked. It's a magic default sound that seems to have no way of being disabled. My girlfriend thinks I should reset the phone to factory default - if the rest of you aren't dealing with this then maybe it's a defective app I installed...
I'll let you know when I hear back from tech support if I haven't thrown it out the window out of frustration first.