Glad I found this forum. I'm having the same issues on my pre-order V iPhone as well. All notifications are on, even deleted the app and reinstalled it. nothing. A preview will come across my screen while its locked but when I slide the bar to unlock, I still have to open the app.
Other than that one small issue, I love the phone. I have an aol email and those emails don't get pushed thru. any other emails that do get pushed thru automatically? I don't want to have to set my notifications for that to every 15mins or half hour and drain my battery.
If anyone hears of a fix or an update coming, by all means please post it here...much appreciated.