Personally I find the technique of raising events from the VM and catching them in the view acceptable in certain circumstances. I typically prefer to work with the Messenger for such occasions though, especially if you need custom event args (because it is quite a lot of work to declare a new event args class and a new delegate).
Also, the event handler is a tight coupling between view and viewmodel, while you would typically prefer a loose coupling, but if you are aware of that fact and of the consequences, then why not...
Another technique (for example for navigation, dialogs etc) is to declare an interface with the methods you need (for example IDialogService with AskConfirmation and ShowMessage methods). Then have a class implement that interface (that can be the MainWindow/MainPage itself) and pass it to the ViewModel (for example in the View's constructor right after InitializeComponent was called). In the VM, call these methods when needed. This has the advantage of being quite easy to test (simply mock the IDialogService and check that the methods are called).
I typically move between Messenger and IDialogService depending on various factors. I tend to favor the interface based approach lately though, because it is a little easier to test (but the Messenger is quite testable too so YMMV).
Cheers,
Laurent