tradestation can send out pager/email alerts. (no, i'm not affiliated with tradestation. i switched to ib+esignal a few months ago).
i've been using a pocketpc with a wireless card and a software with real-time quotes and charts. here's the setup: pocketpc -- dell axim wireless -- linksys 802.11b compact flash card wireless router -- dlink software -- there are several delayed and one real-time quote softwares. search at pocketpc sites. the only limitation is that you can't go too far away from your house.
Has anyone ever took a closer look into Iridium pagers for things like that? You could receive email alerts in the middle of nowhere.