Im in Keller, Texas, and know EXACTLY what you're going through. My son stopped gagging himself on purpose at a little earlier than yours has but it will stop. As soon as they make the connection that shoving my hand down my throat causes an unpleasant experience... they'll stop. My first one did this too, so I'm assuming it's perfectly normal. THey just found another place to put their fingers/hands.
Currently, my 18 month old doesn't gag, per se, on multi textured foods, he just won't have anything to do with them. We are STILL on stage 2 foods as well...for the most part. I've tried stage 3 (with those little teeny chunks in it) - the first time he DID gag. The 2nd time he wouldn't even have anything to do with it. Everyone else I know with kids this age -- their children eat vegetables, pasta, chicken nuggets, hot dogs, etc. not mine. He WILL eat those gerber puff things, cheerios (just the regular ones.. the other ones have a sugary coating that make them a little less quick to soften up), he will eaet smuckers uncrustables (peanut butter and jelly sandwiches with no crusts -- in the freezer section). I can't get him to eat a vegetable to save his life. I think it has something tod o with textures. He hates anythign realy with a mushy texture. I've had another friend suggest smoothies or getting a juicer and juicing veggies and putting them in a shake -- carrot juice would be a good addition to apple juice b/c it's sweet, etc. I'm just holding onto the hope that since I've never seen a 5 year old eating baby food.. it is just a control thing and he will move past it. If you want to chat, feel free to e-mail me back, maybe we can figure out something together for us both! Good luck.