On Thursday, Microsoft has released Facebook for Windows Phone 7 v2.0 which finally brings the missing push notifications to Windows Phone. According to Microsoft's Facebook app page, this release is featuring a preview of push notifications (toast and tiles) and also has a few bug fixes, in particular around watching videos. Funny enough that Microsoft itself says that "It is still not perfect, but better". While push notifications are part of v2.0, both - toast and tile notification - have to be enable from the app's settings menu. Following notifications are supported: Messages, Wall posts, Feed comment and Feed comment reply.
Also supported are Photo tag, Photo comment, Tagged photo comment, Photo comment reply, Friend requests and Friend confirmation.
I'm not exactly sure how stable the toast and tiles push notifications work, especially because Microsoft itself says that it is a preview only, but so far I've seen a toast notification once as well as one tiles notification.
Interesting enough, Facebook for Windows Phone 7 wasn't offered to me as an automatic update but I had to manually download it from the Marketplace. So if you haven't updated your Facebook version yet, you might want to do a manual search as well.
Cheers ~ Arne