Site Feed Updates
One way to know when my blog is updated is to subscribe with a Site Feed reader. Here are a few Blogger.com recommends:
Bloglines (web-based), and NetNewsWire and Shrook (Mac OS X). More are listed at AtomEnabled.org.
I've been fairly pleased with Bloglines. It updates every hour, so it's not as fast as receiving emails, but could be faster if you check your email only once or twice a day. It has a notifier you can download (Mac or Windows) that will tell you when the site's been updated. If you go with them, here's a link that will set it up for you:
Bloglines is free, as are most of them. A lot of sites are moving to site feed updates because all of our email boxes are getting so over-crowded!