This iPhone application adds a small envelope icon in the taskbar when you have an unread email message and a small speech bubble when you have an unread SMS message. It is useful for reminding you from anywhere within the iPhone user interface that you have an unread message, even if you have previously pressed the “Ignore” button. This includes the lock screen.

Yes! You can finally check your email from the lock screen (assuming you have your email set to auto check)

After the initial blue popup when an SMS message is received, the only place in the UI in which you are reminded of the unread message is the home screen, which as we all know is not where you spend the majority of your time!

This application is possibly even more useful for email because you’re never actually notified of these anywhere other than the home screen.

http://code.google.com/p/taskbar-notifier/