I was using Amarok's global keyboard shortcuts to control the volume of my music via the keyboard but I wanted to control the system volume as well. A quick script later and now I can control both, and thanks to libnotify I get some feedback on what happened. It's not as pretty as OS X's volume control or Growl but it'll certainly do.
↓ Download volume.rb
I save this as ~/bin/volume and call it thusly:
volume + and
volume -. I bind Alt-+ and Alt—to those in my fluxbox config. If you don't have a preferred key binding program I recommend trying xbindkeys. apt-get install, emerge, paludis -i, or rpm -i as needed.