All of those things can and will be signified by numbers in the upper right hand corner of the icon (e.g. a (2) in the upper right corner of Mail). The SMS will

All of those things can and will be signified by numbers in the upper right hand corner of the icon (e.g. a (2) in the upper right corner of Mail). The SMS will also spawn a notification, but if you don't read it it will become a number in the upper right.