Same problem here. this is what finally worked for me...
- Settings
- Notification center
- under do not include (that is where my mail sat)
Mail
- Alert sound
- change to desired sound
Although I changed it originally under settings/sound/ New Mail, it didn't change. Not until I went in and did above in addition to the change in sounds. IN fact, I changed the sounds to something else and it held the changed sound as if I didn't change it...confused? me too.. ok, I had telegraph on sometime back. I changed that to glass through the settings/sounds section. it didn't change. I went into the settings/notification center... and changed it to glass. it changed the tone to glass. However, when I went back into settings/sounds, it still was on Keys (something I had fiddled around with during all the back and forth trying to change it.
So to me, it doesn't matter what you do in sounds...its matter what you change in the Notification center. BTW, I have an Iphone 5s, OS version 7.1.2
hope this helps.