In my opinion, the single greatest omission from the iPhone has got to be the lack of global notifications. Every other phone I’ve owned in the past 6 years has had an icon for thing like new sms and missed calls, visible from every menu. The iPhone does not.
Taskbar Notifier fixes this. It adds configurable notification icons for new email, sms, voicemail and missed calls to the iPhone’s top bar.
This app alone is worth jailbreaking your iPhone for.