I don't have any problem with email notifications and I haven't seen anyone else complaining which suggests that the email is being sent but not ending up in your inbox. Probably because it's being mistaken for spam.
If you are using online mail e.g. gmail/hotmail (MailLive/Outlook)/Yahoo etc I would suggest you go into them online and check their spam boxes. Same thing if you are using an email client such as Outlook or Outlook Express or other which picks up from any of those services.
If you are using your ISP's email service then perhaps your email client has its own spam trap. Failing that you could check with your ISP to see if he's running an overly aggressive spam filter at his end.