I'm pretty sure lockinfo added this with the update. If you go into lockinfo settings and go to each plugin like mail,SMS,ect. You should see an option for status bar notification. I have it with mine after the update.
e4life is correct. I went through this same issue. It was very frustrating. I almost retuned my iPhone 4 lol
. I downloaded the speed test app to see what my speeds were. My 3G network was getting 2200ish. My wifi was getting 400ish! I switched my router to b-g only. Now it's smokin fast! Up...
If your using a theme. Ssh into your theme. Then go to bundles > com.apple.springboard you should see the file called FSO_Lockicon.png. If your not using a theme and want to change it without winterboard post up and I'll tell you how. :)
Do you have sbsettings? If you do I would recommend you turn off any or all mobile substrate add ons. That will try to cut down your guessing on what the issue is. If that don't seems to fix it I'm all out of ideas for now.