iOS (jailbroken): iMessage lets you see when someone is typing a message to you from within the app, but it doesn't show up anywhere else in iOS. If you want to track when someone is typing a message to you from outside of the iMessage app, TypeStatus and Predicter are jailbreak tweaks that do just that.
Both tweaks do things a little differently. TypeStatus shows a simple little message bubble icon in your status bar when it detects someone typing an iMessage. Predicter sends you an actual notification when the message starts. They're both handy in their own ways and can be useful when someone is typing a message to you a last-minute message as you're heading out the door.