I've done that USER_THREAD thing (that Mark was on about) and made unread messages only remember up to a configurable number of seconds away (defaults to 1 year now but can be set to -1 seconds to go back to the old default) so if you want to you can set up a forum to never remember unread threads (0 second cutoff) which while mostly pointless someone might find a use for.
Only slight loss of functionality means loosing the [x new of y] bit on threads which haven't been modified since the cutoff and instead they'll display as being fully read. You'll still be able to find threads with posts addressed to yourself easily using the right option and find recent unread threads so I really don't see that as being a problem.
Comments?