Is there any desktop notifier application for bitcoin prices?
If you're looking for a solution which will run on linux, then there's always a the wget command:

wget -q -O - https://mtgox.com/code/ticker.php


You can run it in a loop in a terminal :)

Under the xfce desktop environment you could use the genmon panel plugin and feed it Mt. Gox's last trade data. Speaking of which, I think I'll do that myself. :)