I have read some posts about this topic and the answers are comet, reverse ajax, http streaming, server push, etc.
How does incoming mail notification on Gmail works
Facebook uses MQTT instead of HTTP. Push is better than polling. Through HTTP we need to poll the server continuously but via MQTT server pushes the message to clients.
Comparision between MQTT and HTTP: http://www.youtube.com/watch?v=-KNPXPmx88E
Note: my answers best fits for mobile devices.