If a hacker gets access to your Gmail account, the results could be disastrous. Google has long notified users via email if their account passwords have been changed or there's a suspicious login attempt, but now you can also set up phone alerts.
You'll find this recently added feature under your Accounts > Security page. To get the text message alerts, add your mobile phone number and just check the two notification boxes. You'll get a one-time verification code on your phone to finish setting this up.
The added phone alert may be more immediate for you, especially if you're not always accessing your email. If you get a notification about sign-in attempts or password changes you didn't make, the notification email and text message will tell you what to do next to secure your account.
Note that this feature doesn't appear to be available for Google Apps users yet.
Finally, above all else, make sure you have the most important security setting enabled for your account: two-factor authentication.