I was just looking for the same thing, but I found an answer. thought i'd drop it here for you in case you check back, or any one else is looking
go to Mail Preferences
click on Rules
select "Add Rule"
Choose a condition such as Every Message or Messages from people in my address book or whatever you like
Choose an action, specifically, Bounce Mail Icon in Dock
Presto-chango, one yippy Chihuahua jumping up and down when the emailman comes round