Having recently enabled the 'multiple inboxes' labs feature, this feature (notification for messages that skip the inbox) would be useful to me too.
This could be implemented in Gmail Notifier by allowing the user to select additional labels to check. I think I'm correct in assuming that Gmail Notifier uses the atom feed to check for new mail, in which case, there is a feed available for each label, e.g.:
https://mail.google.com/mail/feed/atom - default inbox feed
https://mail.google.com/mail/feed/atom/work/ - 'work' label feed