There are basically two ways to receive information you care about. Either poll periodically the information sources (check your inbox, rss feeds, refresh pages, etc.), or get notified whenever a new item arrives.
Intuitively, notifications seem better. They ensure that no time is wasted in useless polling, and that you receive information in a timely manner. They enable you to get those information sources out of your head and get things done, and only get notified when action is required on your part.
Of course, this means that you get distracted from what you were doing if a notification arrives, which is dangerous because of the time it might take to get back to the right mind configuration once you're done dealing with a piece of information. Much has been said about this problem, and about the fact that you should avoid notifications if you want to be productive.
In my opinion, avoiding notifications entirely is a bad solution, because checking information sources compulsively (and more often than needed) is just too tempting a way to procrastinate. I think a better solution is to have notifications which you can mute (ie. enqueue incoming notifications) and unmute (ie. dequeue the backlog), so that you can either stay connected when you're not doing stuff which requires high concentration, or get in a state of flow and be sure that you won't have missed anything when you turn the notifications back on. Obviously, the right way wouldn't be to have "on" and "off" states, but to have an importance threshold (with different sources having different priorities, along with more elaborate filtering).