After missing a lot of market movement, I've coded up a simple windows app that will notify you once the price moves +5% or -5% compared to the last notification. It pops up at the bottom right corner of the desktop, and you can also click on it for fast access to bitcoinity.org/markets (I'm not affiliated with bitcoinity).
Not much else about it, I'll flesh it out later with different exchanges support, maybe LTC. It gets the price from my server which returns the MtGox last, and if MtGox is down then the BTC-e price is returned. Currently Windows only as it makes use of .NET.
Download: https://www.dropbox.com/s/7ofur6arp55vy7f/BitcoinPriceNotifier.exe
Virustotal
If this has helped you, please send me a tip! I'm also open to contracting work. [/plug]
MOD EDIT:
Be careful with any .exe files
