I'm interested in receiving notifications for all new questions, all answers and all comments for a given tag. So, if a new question is added with a given tag, receive notification (I think that works already), but I also want to receive notifications whenever an answer or a comment is made on a question with a given tag. How do you achieve this?
You can follow a tag, and get an email notification for every new question in that tag:
If you want to get a little fancy, you can grab the RSS link from that popup, and put it into an IFTTT recipe that can send you a text or change the colors of your light-bulbs or something for every new tag question.
I don't know if there is any feature that will send you a notification for every new answer or comment though; that's a little too much information, anyway, IMHO.