This probably isn’t new but I never realized it until now. You can find all unread messages by entering “is:unread” in the search box. I use lots of filters to label messages and keep them out of the inbox, so I usually have to look in lots of different labels to find all of my new messages.
Not new (though useful): I use the Google Notifier, and that is an option (Unread Mail), clicking it enters in "is:unread" in the gmail interface.