I had noticed that even after selecting 'Notify when this gets a reply' that it doesn't notify you on the site. After asking some question, I hear that all notifications go to E-Mail. I was a bit sad to hear this, but I decided to make a little suggestion.
A notification system on site!
Perhaps a little box up top labeled "Notifications" like Gaia does on one of their pages. (Think it was the my stuff page?) Or even like facebook(As much as I hate Facebook xD) Where there is a small button that pops up?
However one of my ideas was to make a separate but similar system to the Messages. You have x messages, none of which are new. What about: You have x Notifications, 2 of which are new. And in the same way you can delete said notifications or leave them their for a reminder later.
You could use notification for when: People add you as a buddy, Replies to threads you started, Replies to threads you've bookmarked, and when you are quoted. On Gaia, if you were quoted you got a notification saying so, by who, and which thread. Here is seems there isn't even an E-Mail notification for it.
The reason I suggest this isn't just because I am lazy and don't want to check my E-mail, but there are probably a lot of people that don't always check their e-mails, and I think it would be a lot easier for people to remember all the Rp's they have going on, and to remember to check them when a reply is posted.
~Xenphir the Kind