Since Jaunty, Ubuntu has a very cool notification system. KDE developers have also reworked the notification system to be more elegant and functional. The only problem is that not all applications use them yet, so there are inconsistencies between applications. This is solved for Firefox and Thunderbird, with the use of add-ons.
For Firefox, there is FirefoxNotify if you use Ubutnu and PlasmaNotify if you use any KDE based distribution.
For Thunderbird you can use Mozilla Notification Extensions (currently experimental, didn't cause any issues to me) or Growl New Message Notification if you are using a MAC. The page of the last, notes that there is a newer version in the project's website, but at the moment it just displays "Blog program not done yet."