One thing I've thought of is how about an audible ding when a mission message pops up during the HUD mode. Sometimes I almost miss it since it was so small. What do you think?

Could probably be done with a plugin...

The ding sound from TF2 when you get achievements or do damage comes to mind. >.>

+1. not with a plug-in.

I just released the plug-in SoundAlertSuite that does what you are requesting (in addition to playing sounds for a bunch of other events too).

Heh, I've been working on this plug-in for months and you just happen to make this request a day before I release it :P

Why are you opposed to a plug-in Willis? One less thing for the devs to do, and anyone who doesn't want the feature can simply not install the plug-in. The use of a plug-in also allows you to change the sound to whatever you want. Win-win as I see it.