How about a self refreshing notification area with a beep sound?
When I'm very active in other sites, testing or researching to solve questions, I miss some notifications from the network (I have questions and answers in more than 1 site).
I think its considerable to have notifications self updating at a 1 or 2 minutes rate and play a sound if there are some new notifications. With a setting to enable this feature for the one's that require it, of course.
Something like Facebook implemented a time ago would, but with an opt-in option as I've said above.