There are three main choices -
BBAlerts - cheapest, with least amount of function ($13) (
BByMel Software)
WebMessenger Message Alerts - more function but clunky, especially if you have a lot of people to set up $24.95 (
Message Alerts)
REXwireless AlertMatrix - best but also a bit more expensive ($34) (
AlertMatrix by REXwireless Software)
Having used all three, I now use AlertMatrix because it is the only one that offers priority sensitivity. In other words, a high priority message will jump ahead of a low priority one in the alert stack and act differently based on priority. It also lets me set different filters for priority. For example I can set it to only allow high or critical priority alerts to go through when I'm in a meeting.
I think there is another application from e-Mobile but I have not tried it / did not hear good things about it. Maybe someone else has and can comment.