there is no use to refer users to their own contact form in the standard text of the delivered mails:
!name (!name-url) has sent you a message via your contact form (!form-url) at !site.

better leave !form-url away since following that link necessarily leads to an ACCESS DENIED message, since drupal seems to disallow using one's own contact form.

in general the order of message parts should be customizable. right now it's user-UN-friendly and confusing - in my view. i changed contact.module to my needs the following way:

$message['subject'] .= t('[!site-name] !subject', $variables, array('langcode' => $language->language));
$message['body'][] = t('Message via !site-url:', array(), array('langcode' => $language->language));
$message['body'][] = $params['message'];
$message['body'][] = t('-----------Note-----------', $variables, array('langcode' => $language->language));
$message['body'][] = t("This message was sent to you by !sender-name (!sender-url) using your contact-form at !site-name.", $variables, array('langcode' => $language->language));
$message['body'][] = t("If you don't want to receive such e-mails, you can change your settings at !recipient-edit-url.", $variables, array('langcode' => $language->language));
break;