Growl

Growl offers you complete control over which notifications are shown and how they are displayed. You will not receive any notifications that you do not want, because you can easily turn notifications (specific ones or all of them) off.

Once you have Growl installed, you may want to take a look at the list of applications which use Growl in some way. If you don't see your favorite applications there, then contact the persons responsible for those applications and maybe you'll see them on the list soon.