Just an idea that a browser plugin displaying recent related activity for a user can be really useful rather than opening the SO site and navigating around or browsing through emails. I personally like echofon for twitter, I feel that something similar for SO can be a timesaver for many regulars here.
We all want browser extensions, iPhone and Android apps, notifiers and whatnot. Until there's an official API, as fretje pointed out, none of these are really possible (they are, but they're not exactly what most of us want).
Your best bet right now is to simply use RSS feeds. It's an imperfect solution to a lingering problem.