I was looking for something similar and found this topic. I often don't notice PM's when I get it and I'm not getting that many PM's that I would check it often. So, often I notice that I got PM only next day.
Dot is a bit more noticeable than just [1], but I would really appreaciate something what would be a bit more eye-catching and on the same time not too much annoying. Something like dot in different colour.
You can always turn on email notifications.
So, whenever someone sends you a private message, you'll receive an email notifying you that you've received a message.
Since I use the "Watchlist" option a lot, I always end up noticing that I have some messages without reading them.