How to get visual email and message notifications on lockscreen?
GOTO Lockscreen is probably what you want! It gives you information about your incoming notifications, allows you to navigate straight to them from the unlock screen, and is fully customizeable.

If you don't find that helpful, WidgetLocker could probably help you out too :)

BONUS: If you add ADW Notifier with either of these, you will get small number icons to alert you to any unattented-to actions graphically.