Mac OS X only: Boxcar is one of the essential iOS apps, as it can notify you about far more than just a new SMS. Boxcar for Mac, just out in beta, does the same thing for your desktop, pinging in for new Twitter replies or DMs, Reddit posts, Github commits — just about anything, really.
If you're already running Boxcar on your iPhone, there's good and bad news. Your Boxcar accounts and pings will already be set up, but, for now, they'll appear on both devices (with a fix/setting available soon). In the meantime, Boxcar for Mac is a handy way to keep tabs on services and messages without having to actively keep them open. Twitter items of note, Google Voice messages, email or RSS that you choose, and lots of other services.
Boxcar's Mac desktop app isn't available through the Mac App Store, and is considered a public beta. ReadWriteWeb heard from Boxcar's CEO that Windows and Android versions are on their way in a few weeks' time, so it might be worth your time to see if Boxcar can serve as your all-in-one awareness depot.
Note: If you're just setting up an account, Boxcar may take 15-20 minutes to start serving up notifications, as I found out.