http://www.geocaching.com/notify/default.aspx

Instant Notification Service

The Geocaching Instant Notification service allows you to easily monitor the logs of geocaches within a particular area. Geocachers most often use this feature to receive notifications when new geocaches in their area are published, though you can choose your own settings.

And, it depends on your service provider (ISP) some are quicker than others at getting the information out there...