With the type of setup I have done for my iPhone 4 I decided to make a Notification Badge to match the style.
Here it is for both retina and non-retina devices.
To get this to work add the relevant .png file from the .zip to your Bundles -> com.apple.springboard folder.
SBBadge@2x.png is for iPhone 4 and 4S
SBBadge.png is for 3G/3GS.
In order to get the number effect on the screenshot above I suggest you add the following to your info.plist in order to get the nice shadow effect on the number.
text-shadow: 0px -1px 0px #ffffff;
If you use this badge please credit me and link back to this page.