My phone (1st gen) does this; in my case it is just a case of the "silent" switch wearing out. I switch to vibrate a few times a day and have done so since I got the phone back in June 07. Sometimes when I switch to "vibrate" now, it vibrates once to confirm but then vibrates a few more times in a fairly random pattern as if the switch thinks it is still trying to engage, and then may vibrate a few more times during the day after that for no reason (no e-mail, no SMS).
I know it has to do with the switch going bad because sometimes flipping the switch to vibrate doesn't actually effectuate the switch, so I'm still on "sound", or sometimes, after flipping the switch, I'll see the "bell" and "no bell" symbol flash back and forth on the screen, indicating the phone thinks its being switched back and forth between "sound" and "vibrate" even though the switch is stationary.
I'm well out of warranty, so I'm just living with it.
M