I receive a conversation balloon popup at the top of the screen which notifies me of a new message. Go into the messaging icon, then go into settings and turn on the notifications (this option is towards the bottom). You can also turn on the ring / vibrate notification.
is there any way to tell if a sms or mms has been delivered
You can go to messaging-->open the thread of messaging you want-->Hold your finger down on the text message or mms you want-->tap view details
That is pretty much that is only available. You cannot check to see if someone actually read your message though.