How to set up an email notification if a user gets a new role?
I suppose this is for manually promoting a user. I would try creating a rule using the Rules module for modifying the role and sending a mail to the user about his/her new role on the site. 

I'm still learning how to use Rules, so I won't be able to give you a detailed recipe here, but after watching the excellent Rules screencast series at the NodeOne site, you might be able to do this quickly without making a custom module.