Jailbroken iOS only: The pop-up push notifications on iOS are not everyone's cup of tea, to put it mildly. If you'd like persistent notifications for literally any function in your phone's system bar, jailbreak app OpenNotifier is worth looking into.
Choose an app or service from OpenNotifier's list, then choose an icon you'd like to appear whenever something changes or pops up from that part of your phone. The basic icons are free and functional, but more are on their way in paid packs and, likely, free repositories. It's a really handy app if you're the type who gets a lot of SMS messages and needs to address them, rather than close them down and have your device consider them read.
OpenNotifier is a free download for jailbroken iOS 4.2.1 devices only, and is available in the Cydia market. Many commenters at Reddit and Mobiputing point out that LockInfo, a $US7.99 app in Cydia, offers similar notification powers, but with less customisation.