This a plugin for people like me who just keep visiting their WP dashboard all the time.

Moderator is a WordPress Plugin and associated desktop application, built using Adobe AIR, that allows you to view and moderate comments from your desktop. Some of the features of this early release of the application include:

Viewing unmoderated comments.
Dock and system tray notifications of the number of unmoderated comments.
Accept, delete, and spam comments from within the desktop client.
Close application window, or minimize it to the system tray while running.
Shows the Gravatar icons for the user who posted the comment.
All details here: http://www.danieldura.com/code/moderator