How can I know if I have any Notifications with newer OS X Notifications bar?
The icon does not change color (other than when you temporarily disable Notification Center, but that only lasts until the following day). The other things that happen, such as banners, icon badges, etc are the actual "notification".

To temporarily disable Notification Center (until the following day), Option+click on the Notification Center icon. The icon will turn grey to show it is disabled temporarily. Clicking on it reveals a message that notifications will resume tomorrow. Dragging the Off slider to the right will re-enable it immediately.



To permanently disable Notification Center, follow these steps from OSXDaily:


Launch Terminal.
Enter the following command:

launchctl unload -w /System/Library/LaunchAgents/com.apple.notificationcenterui.plist

Enter the following command:

killall NotificationCenter



This disables it for the current user only.