Prolost reminds about the Render and E-mail script and discusses how to Use Dropbox to Remotely Monitor After Effects Renders. Stu's readers added useful comments.
Update: Some people use Remote Tap, a remote desktop management solution for OS X and the iPhone & iPod Touch.
Also, see AE render notifications: iPhone & beyond here on AE Portal. Note that the new BG Renderer 2 from AE Scripts has notification support and explanatory movies.