I know with text messages you can get a pop up box to notify you of incoming texts and reply to them.
I don't know if your device offers it in the default app, but you can check by going into the default messaging app. Once in there go to the settings > Quick Message & Reply > you can choose the Show QuickMessage option and a pop up will come up on your homescreen once you receive a text.
Otherwise you could try a third party messaging app like
Handcent