Currently i am using mostly a few story sponsors and a few others. I haven't noticed any of them offering emailed notices of sales, at least from the ones i have had sales with, but would love to get them as well.
Checking stats periodically can't be replaced, but i could imagine the notifications really helping you keep track of them better, as well as give you that nice, warm fuzzy feeling you get from knowing you got another sale
I'd love to know some of the programs that DO offer the emails.