I like how symbian does it: you have to press a button on the phone to start reading unread messages. (symbian will read both mails and SMS/MMS)

now we don't have a hardware button for this on the phone, but we have one on the BT equipment usually. so what could happen is:
sms comes in. application starts playing an audio fila saying "SMS received" and goes into "pause" mode - you press the button that you usually use on your BT device to toggle between pause and play to continue reading (and pause again).