1) An app called Locale can do this. I tried it though and found it didn't always work like it was supposed to, and it seemed to dog my DROID down, so I nixxed it. Some people seem to love it though.
2) Most apps have separate notification settings if you dig through the individual settings of each app. The 3rd party apps tend to do this better than the stock ones. I prefer K9 Mail for email, Handcent for messaging, and Touchdown for Exchange mail.
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