I've never has it come on on me, but I did finally notice there's a gas light the other day! Turned on the car and was like...wtf, it's light in the sape of a gas pump. Wow, I learn something new every day.
Newer cars are going to start coming with tire pressure "lights" they basically put a little radio transmitter in the rim inside the tire and it monitors air pressure. I' mnot sure but I think there are kits you can buy too.