Let me preface this by saying delivery notifications are not always a sure thing. In order for delivery notifications to work every hop along the way, from here to the end number, has to send them. Sometimes they don't. Also, sometimes you won't get a delivery notification for quite a while. It all depends on many variables from here to there. That said, they can be very nice in letting you know how successful your SMS message was. They are also asynchronous. This means that sending the message is a separate process from knowing if the message is delivered or not, which is why this is a separate web call to look for.