I've often been thinking that "somebody" should produce a list and perhaps some ready-made TSQL code of the SQL Server error messages we want to be alerted for. Something like a Management Pack, but not tied to any particular sys mgmt software. Essentially, what error messages would we typically want to be alerted for, and some ready made TSQL code which defines an alert (msdb.dbo.sp_add_alert, see also http://www.sqlskills.com/BLOGS/PAUL/post/Easy-monitoring-of-high-severity-errors-create-Agent-alerts.aspx) and operator for each of those.
Honestly, how many of you have been going through all SQL Server messages and determined which of those we want to be alerted for? Sure, we can decide to specify alerts for all high-severity level messages (like 19, 20, 21, 22, 23, 24 and 25). But unfortunately the severity classification isn't as coherent and we would hope.
For instance, Paul Randal just recently blogged about error 825, which has as low severity as 10! Do we want to be alerted for 825? You bet! Check out Paul's blog at http://www.sqlskills.com/BLOGS/PAUL/post/A-little-known-sign-of-impending-doom-error-825.aspx.
We can, however make it a little bit easier for us. Since Agent detects the message by sniffing the eventlog, we can immediately discard all messages which aren't written to the eventlog (there's no use defining alert for something which the alerting mechanism never detects, right?):
WHERE language_id = 1033
AND is_event_logged = 1
ORDER BY severity
Now we are down to 699 messages. It used to be that we could configure whether a message should be written to eventlog (sp_altermessage), but this functionality disappeared in 2005. I haven't checked Connect, but my guess is that if there is such a wish/entry in the first place, it doesn't have too many votes.
My suggestion is that we create some small community project somewhere where we add what messages we want to be alerted for. This can be as simple as a table with error numbers and some insert, and then we use this to generate our sp_add_alert commands based on that. Question is where to do this, so it can be maintained and refined over time? Or if it has already been done by somebody...