Actually, no. There usually aren't preferences for Growl outside of the Growl.prefpane. A couple of examples I looked at are Adium, Colioquy, and Transmit. Couldn't find growl preferences in any of them. Only app that has an option that I could find is Last.fm, but I'd say it's the one that actually stray from the norm.
Edit: Actually, Adium does have an option for it. You specify what events generate growl notifications. I can add a preference for it, if people want it. Add it to the 0.07 wishlist.
It could make things somewhat confusing, if growl notifications are enabled in Cog but disabled in Growl, or vice versa. I'd hate to muck around with another applications preferences, but I don't see another way of resolving that issue.