MyNCBI, your personal space on the NLM computer, allows you to 1) save and store PubMed searches; 2) create email alerts and search filters; and 3) set preferences to personalize displays and show UW online article links.
Embase, Web of Science, PsycInfo, and most other article databases also allow you to create a personal account, save search strategies, and set up automatic search & email delivery of results.