Windows only: System notification tool Growl for Windows is a slick, customisable, universal alert system for your applications—so you don't have to be jealous of your Growl-using Mac friends anymore.
After installing the utility, you'll have to download plugins to support application-specific notifications—the current set of plugins supports iTunes, Firefox, Microsoft Outlook, Pandora's AIR application, Visual Studio, and there's even a command-line utility to send notifications to Growl, which you could launch from your own custom AutoHotkey scripts.
You can customise almost anything about the notifications, including selecting from a number of included skins. Clicking on the tiny monitor in the screenshot will allow you to place the notifications where you want them to appear.
Growl for Windows is still in beta, so the plugin support isn't as comprehensive as the Mac version—but the developer provides a full set of programming APIs in addition to the easily-hackable command-line utility, so it shouldn't be long before more applications are supported or our ubergeeky Lifehacker readers throw some scripts together.
Growl for Windows is a free download, Windows only. For a similar notification utility, check out previously mentioned Snarl. Thanks, Drew!