OK lets see what you have done.
Is the setting checked under Settings> Display and wallpaper > LED Indicator?
Is the setting correct in the various apps you want to get notifications from? Are the notifications appearing in the notification tray? Just not lighting the LED.
Good Luck!
Ron
Hey one more question. When I have my phone set to just vibrate, most of the time it does, but sometimes it's not. I'll look and I see a missed call and it never let me know. Anyone else have that?
Update on blinky light, it quit working again then I figured it out, in only blinks in ring mode grrr. If you set your phone to vibrate, no light. How Fricken annoying