IDG Answers is a community of experts who are passionate about technology. Ask a question or answer one below.
If you use a Chrome browser on your computer, you can add apps from the chrome web store for Google Voice, Google+, Evernote, etc. that will display an icon in the Chrome task bar. Just now the little icon for Google Talk just indicated I have a new voice mail within one second of my phone chirping, so it gives real time notifications. This only works if you use those services, obviously, so you couldn't do that if you use the native messaging on your phone instead of Talk.
DeskNotifier, the program that Justin suggested, would be good if you used non-Google apps and services more than I do. I think that you can set it up for use without a USB cable too, for those times when your skinny jeans make carrying one around impractical.