We've got a two-fer for you gamers today. While Android has always excelled at managing notifications, the one area that's always been a little bit troublesome is when you're using full-screen apps, like games. When receiving a message, your phone might vibrate, but you'll get no info on what kind of message you just received. NotifierPro and SMS Flash are two apps that are designed to help with this.
The first app, NotifierPro, provides a notification overlay that appears above whatever you're running. This includes full screen apps like games, as well as the notification shade itself. If you're looking for customizability, this is it.