Boxcar is the Swiss army knife of Push Notifications for the iPhone. By linking your Twitter account to Boxcar, anytime you receive an @-reply or Direct Message on Twitter, you'll receive a Push Notification on your iOS device.
This makes using Twitter on the go a lot easier, since you don't have to open your favorite Twitter app to see if someone has responded to you or mentioned you on the service.
When you receive a Push Notification via Boxcar and then slide to view, the app will launch and then immediately launch your mobile Twitter app so you can see and respond to the message. If you don't immediately slide to view your message, you'll have a badge on your Boxcar app icon when you come back to your device.
While I use Boxcar purely for Twitter Push Notifications, you can also link it to send Push Notifications for Facebook, Gmail, Growl, or RSS feeds.
Boxcar is a free download and sports an optimized interface for both the iPhone & iPad. You can find out more about Boxcar at the developer's website below.