I've seen numerous requests for making Evolution minimize to the Messaging Menu when closing the main window but for whatever reason, this wasn't implemented in Ubuntu.
But I've recently discovered a PPA for Ubuntu 10.10 Maverick Meerkat (I've only tested it in Ubuntu 10.10 and Evolution 2.30.3!) that provides a patched Evolution Indicator which allows you to close the main Evolution window yet still get new email notifications - basically the Evolution window is minimized to the Messaging Menu (Evolution Indicator) instead of closing.
Install the patched Evolution Indicator in Ubuntu 10.10 using the following commands:
sudo add-apt-repository ppa:goehle/goehle-ppa
sudo apt-get update
sudo apt-get install evolution-indicator
There is one bug though: when you click "Compose New Message" or "Contacts" in the Messaging Menu, both the main Evolution Window and the contacts / new mail windows open. But that's nothing major so if you're among those who were waiting for this feature ever since Ubuntu got the Messaging Menu / Indicators, I'm sure this won't stay in your way of using this patched Evolution Indicator.
Bote: Unfortunately there is no patched Evolution Indicator for Ubuntu 11.04 Natty Narwhal yet.