So Google released a handy tool that notifies you when you have Gmail, without having to login manually, its called Gmail Notifer. I use a Mac, so for us Apple users, we were out of luck. Now there is a solution for Apple Macintosh users, actually two options.
The two options I am aware of are:
GmailStatus 0.9 which is free. It basically adds a little menu item to the finder menu at the top. Here is a screen capture of what it looks like.
gCount v0.4 which free as well and looks to have a nicer interface. Here are screen captures from the Web site.