OK I've been using Gtray for a couple of days now and here's what I've found so far.
It seems to work fine most of the time but if you tell it to check now, it doesn't tell you what it found and it then treats any new stuff as old, so don't check now. Also, today it kinda died in the arse, and I couldn't close it properly. since then, it only tells me of new messages when I close it down and re-open it. That's pretty useless.
I tried leaving the bubble there as if I didn't notice it. It won't go away, so that's OK, but if I lock the workstation or the screen saver comes on, then it does disappear, and won't notify again.
The other annoying thing is that while it's checking, every 10 minutes or whenever, you can't type anything. If you're like me, and you don't always look at the screen while typing, you look up and half a sentence is missing. It means lots more proof reading.
I wish these problems were gone, otherwise it's great. Maybe I will just wait for an update. I suggested to Gmail that they make some similar app, so we'll see about that too.