A blinking notificiation of a waiting PM is being added in Eve 1.2, actually. <img src="https://www.ubbcentral.com/boards/images/graemlins/smile.gif" alt="" />
We haven't built the final PM UI yet, so I can't really comment on how we'll be doing that in the new product... however, do keep in mind that we've found most PMs are sent from the user's profile page or from a topic page, thus negating the entire need to either search for a user (Eve) or enter a PDN (Threads).
