I got a wallet on blockchain.info about a month ago.
They sent me an e-mail the first few times BTC arrived in my wallet, but then the e-mails stopped and the last times I got none. I checked my spam folder.
I have that option checked but still they don't send me an e-mail when I get a payment, which annoys me.
Your experience?
Since such mails can easily get flagged (globally) as spam, it may be better they don't send that.
You can install a wallet software on your smartphone, add your wallet (even just the public address, view-only) and there, you have it, you can check it whenever you want.
Since I don't trust in smartphone's security I keep all my wallets view-only in Mycelium.
Keep in mind that online wallets are not very secure also (and blockchain.info is often targeted by phishing).