This idea was mentioned in the suggestions once and everybody thought it was a good idea. A link, like the "Last post" one, except for the last post in the thread that you posted.
One that doesn't have glitches? Aww, that was terrible XD
I also like this idea. Where to put it? On the profile or up in the community somewhere? Either way, you can use this to come back to the progress that was made on a thread since your last visit. With threads like those in the WEPR, this can be useful. SNAP
I'm also looking at features like showing show started the thread, not just who posted last. There should be an easy way to track the last reply you saw in the forum, and maybe bold the thread's link so you can see which threads have had replies since you last ready them. That's a pretty common feature of modern forums.
Gamestop's forums have green buttons next to new replies and pencils where you yourself replied. So in this sense, if you have both marked in, "there was a new reply in a thread you replied in". This can help in so many ways, methinks.